Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series
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Publication:4375430
DOI10.1080/10485259708832731zbMath0914.62036MaRDI QIDQ4375430
Publication date: 21 June 1999
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259708832731
rate of convergence; mixing; stationarity; local polynomial estimator; optimal kernels; regression function derivatives
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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