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Nonparametric regression estimation under mixing conditions

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Cited by:

  1. Seok Young Hong & Oliver Linton, 2016. "Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in?finite order," CeMMAP working papers CWP53/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Guangwu Liu & Liu Jeff Hong, 2009. "Kernel estimation of quantile sensitivities," Naval Research Logistics (NRL), John Wiley & Sons, vol. 56(6), pages 511-525, September.
  3. Gao, Jiti & Kanaya, Shin & Li, Degui & Tjøstheim, Dag, 2015. "Uniform Consistency For Nonparametric Estimators In Null Recurrent Time Series," Econometric Theory, Cambridge University Press, vol. 31(5), pages 911-952, October.
  4. Hong, Seok Young & Linton, Oliver, 2020. "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Journal of Econometrics, Elsevier, vol. 219(2), pages 389-424.
  5. Masry, Elias, 1996. "Multivariate regression estimation local polynomial fitting for time series," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 81-101, December.
  6. Daouia, Abdelaati & Stupfler, Gilles & Usseglio-Carleve, Antoine, 2022. "Inference for extremal regression with dependent heavy-tailed data," TSE Working Papers 22-1324, Toulouse School of Economics (TSE), revised 29 Aug 2023.
  7. Gao, Min & Yang, Wenzhi & Wu, Shipeng & Yu, Wei, 2022. "Asymptotic normality of residual density estimator in stationary and explosive autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
  8. Yuliana Linke & Igor Borisov & Pavel Ruzankin & Vladimir Kutsenko & Elena Yarovaya & Svetlana Shalnova, 2022. "Universal Local Linear Kernel Estimators in Nonparametric Regression," Mathematics, MDPI, vol. 10(15), pages 1-28, July.
  9. Néstor Aguilera & Liliana Forzani & Pedro Morin, 2011. "On uniform consistent estimators for convex regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 897-908.
  10. Cai, Zongwu, 2001. "Weighted Nadaraya-Watson regression estimation," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 307-318, February.
  11. Khardani, Salah & Yao, Anne Françoise, 2022. "Nonparametric recursive regression estimation on Riemannian Manifolds," Statistics & Probability Letters, Elsevier, vol. 182(C).
  12. Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016. "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.
  13. 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.
  14. Cai, Zongwu, 2003. "Nonparametric estimation equations for time series data," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 379-390, May.
  15. Cox, Dennis D. & Kim, Tae Yoon, 1995. "Moment bounds for mixing random variables useful in nonparametric function estimation," Stochastic Processes and their Applications, Elsevier, vol. 56(1), pages 151-158, March.
  16. Aboubacar Amiri, 2013. "Asymptotic normality of recursive estimators under strong mixing conditions," Statistical Inference for Stochastic Processes, Springer, vol. 16(2), pages 81-96, July.
  17. Liebscher, Eckhard, 1999. "Asymptotic normality of nonparametric estimators under [alpha]-mixing condition," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 243-250, July.
  18. Juan Carlos Escanciano, 2020. "Uniform Rates for Kernel Estimators of Weakly Dependent Data," Papers 2005.09951, arXiv.org.
  19. 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.
  20. Igor S. Borisov & Yuliana Yu. Linke & Pavel S. Ruzankin, 2021. "Universal weighted kernel-type estimators for some class of regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(2), pages 141-166, February.
  21. Eunju Hwang & Dong Shin, 2016. "Kernel estimators of mode under $$\psi $$ ψ -weak dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(2), pages 301-327, April.
  22. Seok Young Hong & Oliver Linton, 2016. "Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in finite order," CeMMAP working papers 53/16, Institute for Fiscal Studies.
  23. A. Quintela-Del-Río & Ph. Vieu, 1997. "A nonparametric conditional mode estimate," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 8(3), pages 253-266, September.
  24. Masry, Elias & Mielniczuk, Jan, 1999. "Local linear regression estimation for time series with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 173-193, August.
  25. Walk, Harro, 2010. "Strong consistency of kernel estimates of regression function under dependence," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1147-1156, August.
  26. Yuliana Linke & Igor Borisov & Pavel Ruzankin & Vladimir Kutsenko & Elena Yarovaya & Svetlana Shalnova, 2024. "Multivariate Universal Local Linear Kernel Estimators in Nonparametric Regression: Uniform Consistency," Mathematics, MDPI, vol. 12(12), pages 1-23, June.
  27. Zhou, Yong & Liang, Hua, 2000. "Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 136-154, April.
  28. Zhengyan Lin & Degui Li & Jiti Gao, 2009. "Local Linear M‐estimation in non‐parametric spatial regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 286-314, May.
  29. William A Brock & Stephen R Carpenter, 2012. "Early Warnings of Regime Shift When the Ecosystem Structure Is Unknown," PLOS ONE, Public Library of Science, vol. 7(9), pages 1-10, September.
  30. Chaouch, Mohamed, 2019. "Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 129-148.
  31. Jing Wang, 2012. "Modelling time trend via spline confidence band," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 275-301, April.
  32. Said Attaoui & Nengxiang Ling, 2016. "Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(5), pages 485-511, July.
  33. Masry, Elias, 2011. "The estimation of the correlation coefficient of bivariate data under dependence: Convergence analysis," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1039-1045, August.
  34. Masry, Elias, 2005. "Nonparametric regression estimation for dependent functional data: asymptotic normality," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 155-177, January.
  35. Masry, Elias, 2003. "Local polynomial fitting under association," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 330-359, August.
  36. S. Caires & J. Ferreira, 2005. "On the Non-parametric Prediction of Conditionally Stationary Sequences," Statistical Inference for Stochastic Processes, Springer, vol. 8(2), pages 151-184, September.
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