Stochastic curve estimation

These notes are based on a regional set of lectures on curve estimation in the context of independent and dependent observations given at the University of California, Davis during June 1989. Much of these lectures is concerned with probability density or regression function estimation when observations are independent.

TABLE OF CONTENTS -- Frontmatter -- Lecture 1: Origins -- Lecture 2: Local asymptotics -- Lecture 3: Global measures of deviation -- Lecture 4: Cross-validation -- Lecture 5: Measures of short-range dependence -- Lecture 6: Probability density and regression estimation in the case of short-range dependence -- Lecture 7: Spectral densities and cumulants -- Lecture 8: Examples of long-range dependence -- Lecture 9: Curve estimation and long-range dependence -- Lecture 10: Open questions -- References.