Nonparametric regression estimation in a null recurrent time series
DOI10.1016/j.jspi.2010.04.029zbMath1233.62081OpenAlexW1967875545MaRDI QIDQ993800
Terje Myklebust, Dag Tjøstheim, Hans Arnfinn Karlsen
Publication date: 20 September 2010
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.2010.04.029
regressionnonparametric kernel estimatorsnonstationary time seriestransfer function modelnull recurrent Markov chains
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
Related Items (5)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive consistent unit-root tests based on autoregressive threshold model
- Nonparametric estimation in a nonlinear cointegration type model
- Nonparametric estimation in null recurrent time series.
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
- NULL RECURRENT UNIT ROOT PROCESSES
- General Irreducible Markov Chains and Non-Negative Operators
- Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
- RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
This page was built for publication: Nonparametric regression estimation in a null recurrent time series