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Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang, (2000)
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K., (2000)
Nonparametric two-step estimation of unknown regression functions when the regressors and the regression error are not independent
Ng, Serena, (1995)
Structural Nonparametric Cointegrating Regression
Wang, Qiying, (2008)
Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process
Sabzikar, Farzad, (2018)
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying, (2022)