Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Year of publication: |
October 2015
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Authors: | Chen, Xiaohong ; Christensen, Timothy M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 2, p. 447-465
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Subject: | Nonparametric series regression | Optimal uniform convergence rates | Weak dependence | Random matrices | Splines | Wavelets | (Nonlinear) Irregular functionals | Sieve t statistics | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
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