UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES. (3rd November 2014)
- Record Type:
- Journal Article
- Title:
- UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES. (3rd November 2014)
- Main Title:
- UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
- Authors:
- Gao, Jiti
Kanaya, Shin
Li, Degui
Tjøstheim, Dag - Abstract:
- Abstract : This paper establishes uniform consistency results for nonparametric kernel density and regression estimators when time series regressors concerned are nonstationary null recurrent Markov chains. Under suitable regularity conditions, we derive uniform convergence rates of the estimators. Our results can be viewed as a nonstationary extension of some well-known uniform consistency results for stationary time series.
- Is Part Of:
- Econometric theory. Volume 31:Number 5(2015:Oct.)
- Journal:
- Econometric theory
- Issue:
- Volume 31:Number 5(2015:Oct.)
- Issue Display:
- Volume 31, Issue 5 (2015)
- Year:
- 2015
- Volume:
- 31
- Issue:
- 5
- Issue Sort Value:
- 2015-0031-0005-0000
- Page Start:
- 911
- Page End:
- 952
- Publication Date:
- 2014-11-03
- Subjects:
- Econometrics -- Periodicals
330.01519505 - Journal URLs:
- http://journals.cambridge.org/action/displayJournal?jid=ECT ↗
- DOI:
- 10.1017/S0266466614000577 ↗
- Languages:
- English
- ISSNs:
- 0266-4666
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital Store
- Ingest File:
- 89.xml