LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
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Publication:3168418
DOI10.1017/S0266466612000011zbMath1369.62075MaRDI QIDQ3168418
Degui Li, Oliver B. Linton, Zu-di Lu
Publication date: 31 October 2012
Published in: Econometric Theory (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82)
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