//-->
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression
Wang, Qiying, (2006)
ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
Wang, Qiying, (2009)
Weak Convergence to Stochastic Integrals for Econometric Applications
Liang, Hanying, (2014)