UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES

DOI10.1017/S0266466614000577zbMath1441.62696WikidataQ89894117 ScholiaQ89894117MaRDI QIDQ3453245

Dag Tjøstheim, Degui Li, Shin Kanaya, J. T. Gao

Publication date: 20 November 2015

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

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation