Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data
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Publication:6151654
DOI10.1080/02331888.2024.2317770MaRDI QIDQ6151654
Unnamed Author, Unnamed Author, Shan-chao Yang, Xin Yang
Publication date: 11 March 2024
Published in: Statistics (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Central limit and other weak theorems (60F05)
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