Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691): Difference between revisions

@@ Property / cites work @@
+Q4715954
@@ Property / cites work: Q4715954 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Bernstein-type large deviations inequalities for partial sums of strong mixing processes
+Normal rank
@@ Property / cites work @@
+Q3739966
@@ Property / cites work: Q3739966 / rank @@
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity of nonlinear autoregressive models with changing conditional variances
+Normal rank
@@ Property / cites work @@
+Standard Errors for Nonparametric Regression
@@ Property / cites work: Standard Errors for Nonparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Q3059475
@@ Property / cites work: Q3059475 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+GARCH Models
@@ Property / cites work: GARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+An exponential inequality for U-statistics under mixing conditions
+Normal rank
@@ Property / cites work @@
+A Bernstein-type inequality for some mixing processes and dynamical systems with an application to learning
+Normal rank
@@ Property / cites work @@
+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
+Normal rank
@@ Property / cites work @@
+Q4174025
@@ Property / cites work: Q4174025 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
+Normal rank
@@ Property / cites work @@
+Large deviations for martingales.
@@ Property / cites work: Large deviations for martingales. / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Censored and Truncated Regression
@@ Property / cites work: Nonparametric Censored and Truncated Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
+Normal rank
@@ Property / cites work @@
+Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Nonparametric regression with nonparametrically generated covariates
+Normal rank
@@ Property / cites work @@
+SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES
+Normal rank
@@ Property / cites work @@
+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
+Normal rank
@@ Property / cites work @@
+Multivariate regression estimation: Local polynomial fitting for time series
+Normal rank
@@ Property / cites work @@
+A maximal inequality and dependent strong laws
@@ Property / cites work: A maximal inequality and dependent strong laws / rank @@
+Normal rank
@@ Property / cites work @@
+Bernstein inequality and moderate deviations under strong mixing conditions
+Normal rank
@@ Property / cites work @@
+A Bernstein type inequality and moderate deviations for weakly dependent sequences
+Normal rank
@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Weak dependence beyond mixing and asymptotics for nonparametric regression
+Normal rank
@@ Property / cites work @@
+Some mixing properties of time series models
@@ Property / cites work: Some mixing properties of time series models / rank @@
+Normal rank
@@ Property / cites work @@
+The functional law of the iterated logarithm for stationary strongly mixing sequences
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the recursive kernel regression estimate under dependence conditions
+Normal rank
@@ Property / cites work @@
+Exponential inequalities for dependent random variables
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+A Hoeffding-type inequality for ergodic time series
+Normal rank
@@ Property / cites work @@
+Nonparametric function estimation involving time series
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES
+Normal rank
@@ Property / cites work @@
+Exponential inequalities for sums of unbounded <font>ϕ</font>-mixing sequence and their applications
+Normal rank
@@ Property / cites work @@
+Deviation inequalities for sums of weakly dependent time series
+Normal rank
@@ Property / cites work @@
+Semiparametric Regression for the Applied Econometrician
+Normal rank
@@ Property / cites work @@
+Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
+Normal rank