Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data
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Cites work
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Cited in
(8)- Asymptotic properties of histogram density estimation for long-span high-frequency data in diffusion processes
- Asymptotic properties of kernel regression estimation under mixing high-frequency data
- Empirical likelihood for quantiles under strong mixing high-frequency data
- Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α -mixing
- Empirical likelihood for nonparametric regression functions under -mixing high-frequency data
- Approximation of smooth multivariate regression functions by universal kernel estimators
- Empirical likelihood test for the mean with inequality constraints under strong mixing high-frequency data
- Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing high-frequency data
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