estimated via local polynomials with loess or kernel weighting, asymptotic theory is derived for the latter. In keeping with the … without deriving asymptotic theory on a case-by-case basis. The methods are applied to a series of examples. The application … to nutrition is called "nonparametric calibration" after the term used for studies in that field. Other applications …

The paper is concerned with the estimation of the long memory parameter in a conditionally heteroskedastic model … models ; semiparametric estimation ; modified R/S ; KPSS and V/S statistics ; periodogram …

paper extends this approach to the simultaneous estimation of both the function and its derivatives by combining the … integration procedure with a local polynomial approach. Finally the merits of this procedure with respect to the estimation of a … ; Additive Models ; Derivative Estimation ; Production Function …

We derive an asymptotic theory of nonparametric estimation for an nonlinear transfer function model Z(t) = f (Xt) + Wt …