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- W1851036371 abstract "The main uniform convergence results of Hansen (2008) are generalized in two directions: Data is allowed to (i) be heterogenously dependent and (ii) depend on a (possibly unbounded) parameter. These results are useful in semiparametric estimation problems involving time-inhomogenous models and/or sampling of continuous-time processes. The usefulness of these results are demonstrated by two applications: Kernel regression estimation of a time-varying AR(1) model, and the kernel density estimation of a Markov chain that has not been intialized at its stationary distribution." @default.
- W1851036371 created "2016-06-24" @default.
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- W1851036371 date "2008-01-01" @default.
- W1851036371 modified "2023-09-27" @default.
- W1851036371 title "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data" @default.
- W1851036371 cites W1995713768 @default.
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- W1851036371 doi "https://doi.org/10.2139/ssrn.1144782" @default.
- W1851036371 hasPublicationYear "2008" @default.
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