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Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
作者:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:187/0  |  提交时间:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 7, 页码: 3277-3292
作者:  Mu, Biqiang;  Chen, Han-Fu;  Wang, Le Yi;  Yin, George;  Zheng, Wei Xing
收藏  |  浏览/下载:179/0  |  提交时间:2018/07/30
Asymptotic normality  Hammerstein system  kernel function  nonparametric approach  recursive estimation  stochastic approximation  strong consistency  
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility 期刊论文
JOURNAL OF ECONOMETRICS, 2008, 卷号: 143, 期号: 2, 页码: 227-262
作者:  Chen, Gongmeng;  Choi, Yoon K.;  Zhou, Yong
收藏  |  浏览/下载:131/0  |  提交时间:2018/07/30
nonparametric regression  wavelet coefficient  change points  kernel estimation  local polynomial smoother  conditional heteroscedastic variance  alpha-mixing  
Exploring spatial nonlinearity using additive approximation 期刊论文
BERNOULLI, 2007, 卷号: 13, 期号: 2, 页码: 447-472
作者:  Lu, Zudi;  Lundervold, Arvid;  Tjostheim, Dag;  Yao, Qiwei
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
additive approximation  alpha-mixing  asymptotic normality  auto-normal specification  backfitting  nonparametric kernel estimation  spatial models  uniform convergence