Local linear fitting under near epoch dependence
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- Invariance principles for dependent variables
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
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- Variable bandwidth and local linear regression smoothers
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Cited in
(16)- Efficient estimation for nonparametric spatio-temporal models with nonparametric autocorrelated errors ⋆
- Quantile prediction with factor-augmented regression: structural instability and model uncertainty
- Sieve inference on possibly misspecified semi-nonparametric time series models
- B-spline method for spatio-temporal inverse model
- On a semiparametric data-driven nonlinear model with penalized spatio-temporal lag interactions
- On strong near-epoch dependence
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
- A flexible semiparametric forecasting model for time series
- Consistent estimation of a general nonparametric regression function in time series
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
- A semiparametric single index model with heterogeneous impacts on an unobserved variable
- Rolling window selection for out-of-sample forecasting with time-varying parameters
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- On spatial processes and asymptotic inference under near-epoch dependence
- Nonparametric spatial regression under near-epoch dependence
- Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
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