UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES

DOI10.1017/S0266466614000577zbMath1441.62696OpenAlexW3122561210WikidataQ89894117 ScholiaQ89894117MaRDI QIDQ3453245

Dag Tjøstheim, Shin Kanaya, Degui Li, J. T. Gao

Publication date: 20 November 2015

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000577

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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