Uniform consistency for nonparametric estimators in null recurrent time series [electronic resource]...
Uniform consistency for nonparametric estimators in null recurrent time series [electronic resource] / Jiti Gao, Degui Li and Dag Tjøstheim.
About this item
Full title
Author / Creator
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Date
2009.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Adelaide] : University of Adelaide, School of Economics, 2009.
Series
Place of Publication
South Australia
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
This paper establishes several results for uniform convergence of nonparametric kernel density and regression estimates for the case where the time series regressors concerned are nonstationary null? recurrent Markov chains. Under suitable conditions, certain rates of convergence are also established for these estimates. Our results can be viewed a...
Alternative Titles
Full title
Uniform consistency for nonparametric estimators in null recurrent time series [electronic resource] / Jiti Gao, Degui Li and Dag Tjøstheim.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Research paper / University of Adelaide, School of Economics ; no. 2009-26.
Title from title screen (viewed on Sept. 12, 2011)
Includes bibliographical references (p. 10-11)
System details note
Mode of access: Internet via World Wide Web. Address as at 12/09/2011: http://www.economics.adelaide.edu.au/research/papers/
System requirements: Adobe Acrobat reader to access the document in PDF.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvKByJdeBA
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKByJdeBA
Other Identifiers
DDC
519.233
MMS ID
991007959839702626
