Uniform nonparametric inference for time series
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Publication:2227073
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 6324332 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- A nearly independent, but non-strong mixing, triangular array
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic Theory of Integrated Conditional Moment Tests
- Business cycles, unemployment insurance, and the calibration of matching models
- Comparing nonparametric versus parametric regression fits
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
- Consistent model specification tests
- Convergence rates and asymptotic normality for series estimators
- Discretization of processes.
- Estimating a regression function
- Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
- Gaussian approximation for high dimensional time series
- Gaussian approximation for high dimensional vector under physical dependence
- Gaussian approximation of suprema of empirical processes
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Intersection bounds: estimation and inference
- Job Creation and Job Destruction in the Theory of Unemployment
- Large Sample Properties of Generalized Method of Moments Estimators
- Non-strong mixing autoregressive processes
- Nonlinear system theory: Another look at dependence
- On parameters of increasing dimensions
- On the Error of the Gaussian Approximation for Convolutions
- On the asymptotic normality of Fourier flexible form estimates
- Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Sieve Extremum Estimates for Weakly Dependent Data
- Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
- Sieve \(M\) inference on irregular parameters
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Some new asymptotic theory for least squares series: pointwise and uniform results
- The unemployment volatility puzzle: is wage stickiness the answer?
- Weak convergence and empirical processes. With applications to statistics
Cited in
(14)- Uniform Nonparametric Inference for Spatially Dependent Panel Data
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- Functional estimation for time series: Uniform convergence properties
- Volatility coupling
- NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA
- Testing for Unobserved Heterogeneity via k-means Clustering
- The distribution of rolling regression estimators
- Inference of the trend in a partially linear model with locally stationary regressors
- Sequential Gaussian approximation for nonstationary time series in high dimensions
- Nonparametric inference for ergodic, stationary time series
- Inference in nonparametric series estimation with specification searches for the number of series terms
- Time-varying multivariate causal processes
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
- Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response
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