LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
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Publication:3652616
DOI10.1017/S0266466609990223zbMath1180.62060MaRDI QIDQ3652616
Publication date: 15 December 2009
Published in: Econometric Theory (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Diagnostics, and linear inference and regression (62J20)
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