Robust uniform nonparametric inference for time series

DOI10.1016/J.ECONLET.2025.112772MaRDI QIDQ6845727zbMATH OpenFDO

Authors Nan Liu, Yanbo Liu

Publication date 12 March 2026

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112772

zbMATH Keywords

score bootstrapself-generated regressorstationary mixingaleuniform inferenceunit root

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Conditional quantile processes based on series or many regressors
• Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Uniform nonparametric inference for time series

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