Nonparametric regression with weakly dependent data: the discrete and continuous regressor case

DOI10.1080/10485250902928435zbMath1167.62035OpenAlexW2018400958MaRDI QIDQ3391786

Cong Li, Desheng Ouyang, Jeffrey S. Racine

Publication date: 13 August 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250902928435

zbMATH Keywords

smoothtime seriescross-validationkernel

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites Work

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• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Methods for Estimating a Conditional Distribution Function
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Semiparametric Non-Linear Time Series Model Selection
• REGRESSION QUANTILES FOR TIME SERIES

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