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Fixed design regression for time series: Asymptotic normality

Citations

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Cited by:

  1. Thanh, Le Van & Yin, G., 2015. "Weighted sums of strongly mixing random variables with an application to nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 195-202.
  2. Xuejun Wang & Yi Wu & Shuhe Hu, 2019. "The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1143-1162, October.
  3. Aiting Shen & Ying Zhang & Andrei Volodin, 2015. "Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(3), pages 295-311, April.
  4. Xuejun Wang & Zeyu Si, 2015. "Complete consistency of the estimator of nonparametric regression model under ND sequence," Statistical Papers, Springer, vol. 56(3), pages 585-596, August.
  5. Wu, Yi & Wang, Xuejun & Hu, Shuhe, 2017. "Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 56-66.
  6. Xin Deng & Xuejun Wang & Yi Wu, 2021. "The Berry–Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors," Statistical Papers, Springer, vol. 62(2), pages 963-984, April.
  7. Robinson, Peter, 2008. "Inference on nonparametrically trending time series with fractional errors," LSE Research Online Documents on Economics 25471, London School of Economics and Political Science, LSE Library.
  8. Wenzhi Yang & Haiyun Xu & Ling Chen & Shuhe Hu, 2018. "Complete consistency of estimators for regression models based on extended negatively dependent errors," Statistical Papers, Springer, vol. 59(2), pages 449-465, June.
  9. Gu, Wentao & Roussas, George G. & Tran, Lanh T., 2007. "On the convergence rate of fixed design regression estimators for negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1214-1224, July.
  10. Liang, Han-Ying & Jing, Bing-Yi, 2005. "Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 227-245, August.
  11. Xuejun Wang & Yi Wu & Rui Wang & Shuhe Hu, 2021. "On consistency of wavelet estimator in nonparametric regression models," Statistical Papers, Springer, vol. 62(2), pages 935-962, April.
  12. Germán Aneiros-Pérez, 2004. "Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors," Statistical Papers, Springer, vol. 45(2), pages 191-210, April.
  13. Gao, Jiti & Robinson, Peter M., 2014. "Inference on nonstationary time series with moving mean," LSE Research Online Documents on Economics 66509, London School of Economics and Political Science, LSE Library.
  14. Zhou, Xing-cai & Lin, Jin-guan, 2012. "A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1914-1922.
  15. Gao, Jiti & Robinson, Peter M., 2016. "Inference On Nonstationary Time Series With Moving Mean," Econometric Theory, Cambridge University Press, vol. 32(2), pages 431-457, April.
  16. Liebscher, Eckhard, 1999. "Asymptotic normality of nonparametric estimators under [alpha]-mixing condition," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 243-250, July.
  17. Han-Ying Liang & Ya-Mei Liu, 2011. "Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(2), pages 351-365.
  18. Arif Dowla & Efstathios Paparoditis & Dimitris Politis, 2013. "Local block bootstrap inference for trending time series," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 733-764, August.
  19. Yi Wu & Xuejun Wang & Shuhe Hu & Lianqiang Yang, 2018. "Weighted version of strong law of large numbers for a class of random variables and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 379-406, June.
  20. Xuejun Wang & Chen Xu & Tien-Chung Hu & Andrei Volodin & Shuhe Hu, 2014. "On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 607-629, September.
  21. Li, Yongming & Wei, Chengdong & Xing, Guodong, 2011. "Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 103-110, January.
  22. Xuejun Wang & Yi Wu & Shuhe Hu & Nengxiang Ling, 2020. "Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models," Statistical Papers, Springer, vol. 61(3), pages 1147-1180, June.
  23. Liang, Han-Ying & Fan, Guo-Liang, 2009. "Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 1-15, January.
  24. Dabo-Niang, Sophie & Guillas, Serge, 2010. "Functional semiparametric partially linear model with autoregressive errors," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 307-315, February.
  25. Peng, Liang & Yao, Qiwei, 2004. "Nonparametric regression under dependent errors with infinite variance," LSE Research Online Documents on Economics 22874, London School of Economics and Political Science, LSE Library.
  26. Yi Wu & Xuejun Wang & Aiting Shen, 2021. "Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications," Statistical Papers, Springer, vol. 62(5), pages 2169-2194, October.
  27. Wentao Gu & Lanh Tran, 2009. "Fixed design regression for negatively associated random fields," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(3), pages 345-363.
  28. Xialu Liu & Zongwu Cai & Rong Chen, 2015. "Functional coefficient seasonal time series models with an application of Hawaii tourism data," Computational Statistics, Springer, vol. 30(3), pages 719-744, September.
  29. Li, Yongming & Yang, Shanchao & Zhou, Yong, 2008. "Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2947-2956, December.
  30. Aneiros-Pérez, Germán, 2002. "On bandwidth selection in partial linear regression models under dependence," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 393-401, May.
  31. Xuejun Wang & Yi Wu & Shuhe Hu, 2016. "Exponential probability inequality for $$m$$ m -END random variables and its applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 127-147, February.
  32. Aiting Shen & Andrei Volodin, 2017. "Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 605-625, November.
  33. Yang, Shanchao, 2003. "Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples," Statistics & Probability Letters, Elsevier, vol. 62(2), pages 101-110, April.
  34. Liang Peng & Qiwei Yao, 2004. "Nonparametric regression under dependent errors with infinite variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(1), pages 73-86, March.
  35. Liebscher E., 2001. "Estimation Of The Density And The Regression Function Under Mixing Conditions," Statistics & Risk Modeling, De Gruyter, vol. 19(1), pages 9-26, January.
  36. Yi Wu & Xuejun Wang & Aiting Shen, 2023. "Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-28, March.
  37. Cai, Zongwu, 2003. "Trending Time-Varying Coefficient Models With Serially Correlated Errors," SFB 373 Discussion Papers 2003,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  38. del Rio, Alejandro Quintela, 1996. "Comparison of bandwidth selectors in nonparametric regression under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 21(5), pages 563-580, May.
  39. Peter M Robinson, 2009. "Inference On Nonparametrically Trending Time Series With Fractional Errors," STICERD - Econometrics Paper Series 532, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  40. Zhou, Xing-cai & Lin, Jin-guan, 2013. "Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 251-270.
  41. Robinson, Peter M., 1997. "Large-sample inference for nonparametric regression with dependent errors," LSE Research Online Documents on Economics 302, London School of Economics and Political Science, LSE Library.
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