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

DOI10.1080/10485259708832731MaRDI QIDQ4375430zbMATH OpenOpenAlexFDO

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

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)

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• Normalité asymptotique de l'estimateur par polynômes locaux de la densité et ses dérivées pour des processus réels et mélangeants
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• scientific article; zbMATH DE number 2059782

Cites work

• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 844340 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Design-adaptive Nonparametric Regression
• Local linear regression smoothers and their minimax efficiencies
• Multivariate locally weighted least squares regression
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting

Cited in

(3)

• scientific article; zbMATH DE number 2059782 (Why is no real title available?)
• 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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