ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
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Publication:3168870
DOI10.1017/S0266466610000277zbMath1210.62126OpenAlexW2126618807MaRDI QIDQ3168870
Qiying Wang, Peter C. B. Phillips
Publication date: 27 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466610000277
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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Cites Work
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- Occupation densities
- Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
- Martingale invariance principles
- Conditional distributions and tightness
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
- ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
- Structural Nonparametric Cointegrating Regression
- ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
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