Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

DOI10.1016/j.jeconom.2015.03.010zbMath1337.62101arXiv1412.6020OpenAlexW2044974898MaRDI QIDQ2516315

Xiaohong Chen, Timothy M. Christensen

Publication date: 13 August 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.6020

zbMATH Keywords

waveletssplinesrandom matricesweak dependence(nonlinear) irregular functionalsnonparametric series regressionoptimal uniform convergence ratessieve \(t\) statistics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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