This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other … twenty six Meteorological Office stations. The data is an unbalanced panel. We allow the trend to evolve in a nonparametric …

Local linear fitting is a popular nonparametric method in nonlinear statistical and econometric modelling. Lu and … nonparametric regression function under the condition of near epoch dependence. We further investigate the uniform consistency of … established under mild conditions. Furthermore, general results of uniform convergence rates for nonparametric kernel …

robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility … propose different robust estimation methods for nonstationary and strictly stationary GARCH parameters with nonparametric long …

robust estimation of both long-run and short-run volatilities. Our estimation is semiparametric since the long-run volatility … propose different robust estimation methods for nonstationary and strictly stationary GARCH parameters with nonparametric long …

We develop estimation methodology for an additive nonparametric panel model that is suitable for capturing the pricing … techniques: cross-sectional nonparametric methods and kernel estimation for time varying dynamics in the time series context. The …

Normal distribution with a faster rate of convergence than unrestricted nonparametric alternatives. Their small sample …

semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously … depends on some nonparametric estimators that can themselves depend on the parameters to be estimated. Our results extend …