Central limit theorems for nonparametric estimators with real-time random variables

DOI10.1111/J.1467-9892.2010.00668.XMaRDI QIDQ3103188zbMATH OpenOpenAlexFDO

Authors Tae Yoon Kim, Zhiming Luo

Publication date 26 November 2011

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2010.00668.x

zbMATH Keywords

central limit theoremnonparametric estimatorsreal-time random variables

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 1054352 (Why is no real title available?)
• Central limit theorems for weighted sums of a spatial process under a class of stochastic and fixed designs
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Kernel density estimator for strong mixing processes
• Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator
• Moment inequalities for mixing sequences of random variables
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric detection of correlated errors
• Nonparametric regression with long-range dependence
• On bandwidth choice for density estimation with dependent data
• On central and non-central limit theorems in density estimation for sequences of long-range dependence
• Using bimodal kernel for inference in nonparametric regression with correlated errors

Cited in

(1)

• Sharp optimality for regression with real-time data

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