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LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES - MaRDI portal

LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418)

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Language	Label	Description	Also known as
English	LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES	scientific article

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scholarly article

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LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (English)

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Oliver B. Linton

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Econometric Theory

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publication date

31 October 2012

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MaRDI profile type

MaRDI publication profile

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Weak convergence for weighted empirical processes of dependent sequences

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Fitting time series models to nonstationary processes

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On the invariance principle for nonstationary mixingales

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MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS

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Invariance principles for dependent variables

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Nonparametric statistics for stochastic processes. Estimation and prediction.

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Generalized autoregressive conditional heteroscedasticity

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Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality

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MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

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Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series

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Non-strong mixing autoregressive processes

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Asymptotic normality of kernel density estimators under dependence

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A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model

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Consistent estimation of a general nonparametric regression function in time series

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Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1

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Testing for change points in time series models and limiting theorems for NED sequences

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Strong near-epoch dependence

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Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation

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UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA

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Some Limit Theorems for Stationary Processes

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Generalized Spectral Tests for Serial Dependence

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Structural Nonparametric Cointegrating Regression

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Nonlinear time series. Nonparametric and parametric methods

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Non-linear time series and Markov chains

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Optimal rates of convergence for nonparametric estimators

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Weak dependence beyond mixing and asymptotics for nonparametric regression

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Identifiers

zbMATH Open document ID

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10.1017/S0266466612000011

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3168418

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