Uniform convergence for nonparametric estimators with nonstationary data

DOI10.1017/S026646661400005XzbMath1314.622MaRDI QIDQ6486646

Nigel H. N. Chan, Qiying Wang

Publication date: 14 November 2014

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02) Economic time series analysis (91B84)

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