Local linear regression with nonparametrically generated covariates for weakly dependent data
DOI10.1016/j.jspi.2022.11.006zbMath1512.62045OpenAlexW4310063267MaRDI QIDQ6101691
Publication date: 20 June 2023
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2022.11.006
exponential inequalityempirical processesstrong mixinglocal linear regressiongenerated regressorsRio's coupling
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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