Uniform convergence rates of kernel estimators with heterogeneous dependent data
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- scientific article; zbMATH DE number 3938372
Cites work
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- Trending time-varying coefficient time series models with serially correlated errors
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Cited in
(39)- Estimation of financial agent-based models with simulated maximum likelihood
- Nonparametric regression for locally stationary random fields under stochastic sampling design
- Nonparametric regression for locally stationary functional time series
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes
- A coupled component DCS-EGARCH model for intraday and overnight volatility
- Estimating change points in nonparametric time series regression models
- Local polynomial estimations of time-varying coefficients for local stationary diffusion models
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Estimation of stochastic volatility models by nonparametric filtering
- Semiparametric dynamic portfolio choice with multiple conditioning variables
- Local linear fitting under near epoch dependence: uniform consistency with convergence rates
- Uniform consistency for nonparametric estimators in null recurrent time series
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
- scientific article; zbMATH DE number 3965192 (Why is no real title available?)
- Some uniform convergence results for kernel estimators
- Nonparametric cointegrating regression with NNH errors
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Robustify financial time series forecasting with bagging
- Nonparametric filtering of the realized spot volatility: a kernel-based approach
- Estimation of semiparametric locally stationary diffusion models
- Local GMM estimation of time series models with conditional moment restrictions
- Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
- Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
- Uniform coverage rate of nonparametric kernel estimate under mixing dependent data
- Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
- Nonparametric estimation of a smooth trend in the presence of a periodic sequence
- Uniform and L_p convergences for nonparametric continuous time regressions with semiparametric applications
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes
- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
- New robust inference for predictive regressions
- Nonparametric regression under cluster sampling
- On uniform consistency of nonparametric estimators smoothed by the gamma kernel
- Optimal transport convergence of conditional distribution estimation for single-indexed locally stationary functional time series
- Consistent nonparametric test for structural change in time series models via Cusum and Fourier transform
- Semi-nonparametric estimation and misspecification testing of diffusion models
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Nonparametric regression for locally stationary time series
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