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Nonparametric estimation equations for time series data

✍ Scribed by Zongwu Cai

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
264 KB
Volume
62
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this article, the nonparametric version of estimation equations is investigated, which uniΓΏes various statistical methodologies, for both nonlinear discrete and continuous time series data. The weak consistency and asymptotic normality of the resulting estimators are established. Under this general framework, a nonparametric regression estimator can be obtained easily and the asymptotic theory can be derived without going through case-by-case.

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