Local Polynomial Estimation of Regression Functions for Mixing Processes

Cited In (99)

A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
Local Linear Regression for Non Grid Spatiotemporal Models with Autoregressive Errors
Mixtures of nonparametric autoregressions
On local linear regression for strongly mixing random fields
On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions
Local polynomial estimation with a FARIMA-GARCH error process
Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
Weighted nonparametric regression estimation with truncated and dependent data
Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
Modelling time trend via spline confidence band
LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
Sieve inference on possibly misspecified semi-nonparametric time series models
LOCAL POLYNOMIAL QUASI-LIKELIHOOD REGRESSION ON RANDOM FIELDS
NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES
Bootstrap inference in local polynomial regression of time series
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Nonparametric estimation equations for time series data.
Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
Local \(M\)-estimation for conditional variance function with dependent data
Recursive local polynomial regression under dependence conditions
Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition
Bahadur representation for the nonparametricM-estimator under α-mixing dependence
Nonparametric transformation to white noise
Estimation of the trend function for spatio-temporal models
Model-free inference for tail risk measures
Local polynomial estimation of a conditional mean function with dependent truncated data
Local polynomial estimation of nonparametric general estimating equations
Non-Crossing Non-Parametric Estimates of Quantile Curves
Nonparametric relative regression under random censorship model
Asymptotic properties of local polynomial regression with missing data and correlated errors
Nonlinear and chaotic analysis of a financial complex system
Average regression surface for dependent data
Local M-estimator for nonparametric time series.
Non‐parametric Regression with Dependent Censored Data
Effect of dependence on stochastic measures of accuracy of density estimators
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
A surveillance procedure for random walks based on local linear estimation
Local linear spatial regression
Consistent estimation of a general nonparametric regression function in time series
Empirical likelihood based inference for the derivative of the nonparametric regression function
On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
Multivariate regression estimation: Local polynomial fitting for time series
Change point estimators by local polynomial fits under a dependence assumption
Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
A nonparametric statistical procedure for the detection of marine pollution
Nonparametric Regression for Spherical Data
Asymptotics of estimators for nonparametric multivariate regression models with long memory
Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
A semiparametric single index model with heterogeneous impacts on an unobserved variable
Estimation of additive quantile regression
Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
Nonparametric long term prediction of stock returns with generated bond yields
Nonparametric conditional density estimation for censored data based on a recursive kernel
Weighted estimation of conditional mean function with truncated, censored and dependent data
Approximating volatilities by asymmetric power GARCH functions
Nonparametric estimation of a smooth trend in the presence of a periodic sequence
Neural networks for bandwidth selection in local linear regression of time series
Non‐parametric Regression for Circular Responses
Local polynomial regression smoothers with AR-error structure.
Robust local polynomial regression for dependent data
A nonparametric least-squares test for checking a polynomial relationship
The nonparametric estimation of long memory spatio-temporal random field models
Asymptotic properties of nonparametric M-estimation for mixing functional data
Recursive regression estimators with application to nonparametric prediction
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Adaptive likelihood estimator of conditional variance function
Nonparametric regression estimation with general parametric error covariance
Nonparametric estimation of the conditional variance function with correlated errors
Weighted Nadaraya-Watson regression estimation
A two–stage approach to additive time series models
On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths
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Improved local polynomial estimation in time series regression
Inference on local causality and tests of non-causality in time series
On the large-sample behavior of two estimators of the conditional copula under serially dependent data
Time series of functional data with application to yield curves
Semi-recursive kernel conditional density estimators under random censorship and dependent data
On a class of recursive estimators for spatially dependent observations
Simulated Greeks for American options
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Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
Prediction for spatio-temporal models with autoregression in errors
Estimating a density under pointwise constraints on the derivatives
Bandwidth selection for the local polynomial estimator under dependence: a simulation study
Dimension reduction transfer function model
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION
Nonparametric approach to intervention time series modeling
When bias contributes to variance: true limit theory in functional coefficient cointegrating regression
Screening-assisted dynamic multiple testing with false discovery rate control
Local polynomial estimations of time-varying coefficients for local stationary diffusion models
Properties of the neural network sieve bootstrap
A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data
Nonparametric estimation of the marginal effect in fixed-effect panel data models
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
Recursive kernel regression estimation under α – mixing data
Quantile varying-coefficient structural equation model

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