Consistent estimator of nonparametric structural spurious regression model for high frequency data
Sign Up to like & getrecommendations! Published in 2018 at "Economics Letters"
DOI: 10.1016/j.econlet.2017.10.007
Abstract: We propose a new nonparametric estimator for continuous-time regression models with nonstationary error terms. While other conventional nonparametric estimators such as the Nadaraya–Watson and local linear estimators are not consistent, our estimator achieves consistency and… read more here.
Keywords: estimator nonparametric; consistent estimator; regression; estimator ... See more keywords
Consistency of the Priestley–Chao estimator in nonparametric regression model with widely orthant dependent errors
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-019-2016-8
Abstract: In this paper, we establish the strong consistency and complete consistency of the Priestley–Chao estimator in nonparametric regression model with widely orthant dependent errors under some general conditions. We also obtain the rates of strong… read more here.
Keywords: widely orthant; estimator nonparametric; priestley chao; orthant dependent ... See more keywords