Asymptotic normality of local polynomial estimators of regression function and its derivatives for time series

DOI10.1080/10485259708832731zbMATH Open0914.62036OpenAlexW2032640192MaRDI QIDQ4375430FDOQ4375430

Authors: Carlos Tenreiro 

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

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• scientific article; zbMATH DE number 2059782

zbMATH Keywords

stationarityrate of convergencemixinglocal polynomial estimatoroptimal kernelsregression function derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Local linear regression smoothers and their minimax efficiencies
• Design-adaptive Nonparametric Regression
• Multivariate locally weighted least squares regression
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting
• Title not available (Why is that?)

Cited In (3)

• Title not available (Why is that?)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series
• Normalité asymptotique de l'estimateur par polynômes locaux de la densité et ses dérivées pour des processus réels et mélangeants

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