Estimation in semi-parametric regression with non-stationary regressors

DOI10.3150/10-BEJ344zbMath1238.62044arXiv1205.3324OpenAlexW2070824439MaRDI QIDQ418246

Degui Li, Jia Chen, J. T. Gao

Publication date: 28 May 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.3324

zbMATH Keywords

asymptotic theorynonparametric estimationnull recurrent time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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