Under quite mild conditions on the kernel and on the bandwidth, the distribution-free strong consistency is proved for the kernel regression and the modified kernel regression of an ~-mi×in~ stationary sequence in time series context. The condition imposed on the mixing coefficients ..... . l,, \~=~
✦ LIBER ✦
A consistent nonparametric test for nonlinear causality—Specification in time series regression
✍ Scribed by Yoshihiko Nishiyama; Kohtaro Hitomi; Yoshinori Kawasaki; Kiho Jeong
- Book ID
- 113700316
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 391 KB
- Volume
- 165
- Category
- Article
- ISSN
- 0304-4076
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