Double smoothing local linear estimation in nonlinear time series

DOI10.1080/03610926.2021.1927096OpenAlexW3172468834MaRDI QIDQ6107573

Wan Tang, Unnamed Author, Guoxin Zuo, Unnamed Author

Publication date: 3 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1927096

zbMATH Keywords

asymptotic propertiestime serieslocal linear regressionnon parametric regressiondouble smoothing local linear regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Statistical inference in the partial linear models with the double smoothing local linear regression method
• Double-smoothing for bias reduction in local linear regression
• Mixing: Properties and examples
• Bootstrap of kernel smoothing in nonlinear time series
• Multivariate locally weighted least squares regression
• Local linear regression smoothers and their minimax efficiencies
• Weak dependence. With examples and applications.
• Double-smoothing for varying coefficient models
• Remarks on Some Nonparametric Estimates of a Density Function
• Nonlinear autoregressive processes
• Efficient estimation of conditional variance functions in stochastic regression
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