LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418): Difference between revisions

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-Zu-di Lu
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+Zu-di Lu
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+Weak convergence for weighted empirical processes of dependent sequences
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+Fitting time series models to nonstationary processes
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+On the invariance principle for nonstationary mixingales
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Invariance principles for dependent variables
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+Generalized autoregressive conditional heteroscedasticity
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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+Q5560061
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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
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+Non-strong mixing autoregressive processes
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+Asymptotic normality of kernel density estimators under dependence
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+A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
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+Consistent estimation of a general nonparametric regression function in time series
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+Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
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+Strong near-epoch dependence
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+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
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+Q3428623
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+UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
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+Some Limit Theorems for Stationary Processes
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+Generalized Spectral Tests for Serial Dependence
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+Structural Nonparametric Cointegrating Regression
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+Optimal rates of convergence for nonparametric estimators
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+Weak dependence beyond mixing and asymptotics for nonparametric regression
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