ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS

DOI10.1017/S0266466619000240zbMath1447.62035arXiv1509.05017OpenAlexW2982187890MaRDI QIDQ5118572

James A. Duffy

Publication date: 26 August 2020

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

Full work available at URL: https://arxiv.org/abs/1509.05017

zbMATH Keywords

unit rootkernel estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes

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