UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
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Publication:5411523
DOI10.1017/S0266466609090744zbMath1286.62031OpenAlexW3123860660MaRDI QIDQ5411523
Publication date: 23 April 2014
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609090744
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Cites Work
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- Kernel density estimator for strong mixing processes
- Nonlinear wavelet estimation of time-varying autoregressive processes
- Semi-parametric estimation of partially linear single-index models
- Convergence of Markov chains in the relative supremum norm
- Simulated Non-Parametric Estimation of Dynamic Models
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
- Fully Nonparametric Estimation of Scalar Diffusion Models
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
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