Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
Year of publication: |
2011-09
|
---|---|
Authors: | Gao, Jiti ; Li, Degui ; Tjøstheim, Dag |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | β-null recurrent Markov chain | nonparametric estimation | rate of convergence | uniform consistency |
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