LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES

DOI10.1017/S0266466612000011zbMath1369.62075MaRDI QIDQ3168418

Oliver B. Linton, Degui Li, Zu-di Lu

Publication date: 31 October 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

91B82: Statistical methods; economic indices and measures