Nonparametric transformation to white noise

DOI10.1016/j.jeconom.2007.05.018zbMath1418.62337OpenAlexW2160400884MaRDI QIDQ290951

Enno Mammen, Oliver B. Linton

Publication date: 3 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/4426/

zbMATH Keywords

inverse problemtime serieskernel estimationefficiencynonparametric regressionunit roots

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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