Consistency, integrability and asymptotic normality for some intermittent estimators
Guszáv Morvai, Benjamin Weiss · Latin American Journal of Probability and Mathematical Statistics · 2021
In this paper we consider universal nonparametric estimators for the conditional expectations of the output of a stationary process at carefully selected time instances (intermittent estimation). These estimators are based on the information provided by the random outputs at past times. Pointwise consistency, integrability of various suprema and asymptotic normality will be established for these nonparametric intermittent estimators.