Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator (Q2510031): Difference between revisions

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+Myung-Sang Moon
@@ Property / author: Myung-Sang Moon / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2008.02.003
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@@ Property / OpenAlex ID @@
+W2081515940
@@ Property / OpenAlex ID: W2081515940 / rank @@
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@@ Property / cites work @@
+Nonparametric statistics for stochastic processes
@@ Property / cites work: Nonparametric statistics for stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+A Class of Local Likelihood Methods and Near-Parametric Asymptotics
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@@ Property / cites work @@
+Local likelihood method: a bridge over parametric and nonparametric regression
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@@ Property / cites work @@
+A Review of Nonparametric Time Series Analysis
@@ Property / cites work: A Review of Nonparametric Time Series Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+On local likelihood density estimation when the bandwidth is large
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