Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications

Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications

A local limit theorem is given for the sample mean of a zero energy function of a nonstationary time series involving twin numerical sequences that pass to infinity. The result is applicable in certain nonparametric kernel density estimation and regression problems where the relevant quantities are...

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Bibliographic Details
Main Authors: WANG, Qiying, Peter C. B. PHILLIPS
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
Subjects:
Brownian Local time
Cointegration
Integrated process
Local time density estimation
Nonlinear functionals
Nonparametric regression
Unit root
Zero energy functional
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1822
https://ink.library.smu.edu.sg/context/soe_research/article/2821/viewcontent/AsymptoticTheoryZeroEnergy_2011.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1822
https://ink.library.smu.edu.sg/context/soe_research/article/2821/viewcontent/AsymptoticTheoryZeroEnergy_2011.pdf

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