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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書目詳細資料
Main Authors:	WANG, Qiying, Peter C. B. PHILLIPS
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2011
主題:	Brownian Local time Cointegration Integrated process Local time density estimation Nonlinear functionals Nonparametric regression Unit root Zero energy functional Econometrics
在線閱讀:	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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機構:	Singapore Management University
語言:	English

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