Asymptotic properties of kernel regression estimation under mixing high-frequency data

DOI10.1080/03610926.2025.2527343MaRDI QIDQ6862259zbMATH OpenFDO

Authors Yufang Li, Pan Liu, Shanchao Yang

Publication date 9 February 2026

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2025.2527343

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07)

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Cited in

(2)

• Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing high-frequency data
• Asymptotic normality and strong consistency for kernel regression estimation in q-calculus

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