• Deprecated function: date_create(): Passing null to parameter #1 ($datetime) of type string is deprecated in Drupal\olamalu_janeway\Controller\JanewayPublishedPaperController->getPublicationData() (line 60 of modules/custom/olamalu_janeway/src/Controller/JanewayPublishedPaperController.php).
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  • Deprecated function: explode(): Passing null to parameter #2 ($string) of type string is deprecated in Drupal\olamalu_janeway\Controller\JanewayPublishedPaperController->getPublicationData() (line 65 of modules/custom/olamalu_janeway/src/Controller/JanewayPublishedPaperController.php).
    Drupal\olamalu_janeway\Controller\JanewayPublishedPaperController->getPublicationData('421')
call_user_func_array(Array, Array) (Line: 123)
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    Drupal\olamalu_janeway\Controller\JanewayPublishedPaperController->getPublicationData('421')
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Local linear litting under near-epoch dependence: uniform consistency with convergence rates

Sunday 12th May 2024
Econometric Theory
Li, D., Lu, Z. and Linton, O.
Local linear fitting is a popular nonparametric method in statistical and econometric modeling. Lu and Linton (2007, Econometric Theory 23, 37–70) established the pointwise asymptotic distribution for the local linear estimator of a nonparametric regression function under the condition of near epoch dependence. In this paper, we further investigate the uniform consistency of this estimator. The uniform strong and weak consistencies with convergence rates for the local linear fitting are established under mild conditions. Furthermore, general results regarding uniform convergence rates for nonparametric kernel-based estimators are provided. The results of this paper will be of wide potential interest in time series semiparametric modeling.
Keywords
Themes
empirical
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