Li, Degui; Phillips, Peter C.B.; Gao, Jiti - Cowles Foundation for Research in Economics, Yale University - 2013
nonparametric sample covariances have different uniform convergence rates depending on direction, a result that differs … fundamentally from the random design and stationary cases. The uniform convergence rates derived are faster than the corresponding …, in particular, there are two uniform convergence rates that apply in two different directions, both rates exceeding the …