This paper is concerned with the inference of nonparametric mean function in a time series context. The commonly used kernel smoothing estimate is asymptotically normal and the traditional inference procedure then consistently estimates the asymptotic variance function and relies upon normal...

In longitudinal data analysis, statistical inference for sparse data and dense data could be substantially different. For kernel smoothing, the estimate of the mean function, the convergence rates and the limiting variance functions are different in the two scenarios. This phenomenon poses...