Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in longitudinal data analysis. This is because not only can an estimator be improved by incorporating the within cluster...

Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in longitudinal data analysis. This is because not only can an estimator be improved by incorporating the within cluster...

By relying on the theory of U-statistics of dependent data, we have given a detailed analysis of the residual sum of squares, RSS, after fitting a nonlinear autoregression using the kernel method. The asymptotic bias of the RSS as an estimator of the noise variance is evaluated up to and...