This paper establishes uniform consistency results for nonparametric kernel density and regression estimators when time series regressors concerned are nonstationary null recurrent Markov chains.

Under general circumstances it is shown that the sample autocovariances of a discrete, stationary, ergodic process with finite covariance which is also purely nondeterministic converge, uniformly on ...

Composition operators and Dirichlet series are central topics within functional analysis that bridge operator theory, analytic number theory and complex analysis. At their core, composition operators ...