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...
Saved in:
Main Authors: | WANG, Qiying, Peter C. B. PHILLIPS |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2011
|
Subjects: | |
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Structural Nonparametric Cointegrating Regression
by: Wang, Q. Y., et al.
Published: (2009) -
Dynamic misspecification in nonparametric cointegrating regression
by: KASPARIS, Ioannis, et al.
Published: (2012) -
Regression Asymptotics using Martingale Convergence Methods
by: IBRAGIMOV, Rustam, et al.
Published: (2008) -
Adaptive Nonparametric Regression with Conditional Heteroskedasticity
by: JIN, Sainan, et al.
Published: (2014) -
Adaptive nonparametric regression with conditional heteroskedasticity
by: JIN, Sainan, et al.
Published: (2015)