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

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+https://doi.org/10.1016/j.jkss.2008.02.003
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+W2081515940
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+Nonparametric statistics for stochastic processes
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+A Class of Local Likelihood Methods and Near-Parametric Asymptotics
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+Local likelihood method: a bridge over parametric and nonparametric regression
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+A Review of Nonparametric Time Series Analysis
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+On local likelihood density estimation when the bandwidth is large
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