Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates
Year of publication: |
2011-09
|
---|---|
Authors: | Li, Degui ; Lu, Zudi ; Linton, Oliver |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | α-mixing | local linear fitting | near epoch dependence | convergence rates | uniform consistency |
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