UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
By Dennis Kristensen. Econometric Theory, 2009
98 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/85b859aa74cb891814fd5f2c7dc20d7793bbfa4f
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In Economics and Econometrics
- Timothy M. Christensen
- Xiaohong Chen
- Andrew J. Patton
- Demian Pouzo
- H. Manner
- Whitney K. Newey
- Claudia Czado
- Joel L. Horowitz
In Statistics and Probability
- Timothy M. Christensen
- Xiaohong Chen
- Demian Pouzo
- Victor Chernozhukov
- Andrés Santos
- Andrew J. Patton
- M. D. Cattaneo
- Liangjun Su
Citations in the corpus
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (2014, background): “with exponentially (resp. algebraically) beta-mixing regressors 2The error ǫ i is heavy-tailed in the sense that E[|i 2+δ] = ∞ for δ > d/p is allowed; say i| 4] = ∞ is allowed. 3See Hansen (2008), Kristensen (2009), Masry (1996), Cattaneo and Farrell (2013) and the references therein for attainab”
- Nonparametric regression for locally stationary time series (2012, unknown): “See Kristensen [15] for related results.”