A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458)

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A weighted sieve estimator for nonparametric time series models with nonstationary variables
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    A weighted sieve estimator for nonparametric time series models with nonstationary variables (English)
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    4 May 2021
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    nonparametric regression
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    nonstationary variable
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    sieve estimation
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    stationary variable
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    time trend
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    unbounded support
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    weighted least squares
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