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

DOI10.1016/j.jeconom.2015.03.010zbMath1337.62101arXiv1412.6020MaRDI 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

wavelets; splines; random matrices; weak dependence; (nonlinear) irregular functionals; nonparametric series regression; optimal uniform convergence rates; sieve \(t\) statistics

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

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