Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains
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- Sancetta, Alessio, 2009. "Nearest neighbor conditional estimation for Harris recurrent Markov chains," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2224-2236, November.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Battey, Heather & Sancetta, Alessio, 2013. "Conditional estimation for dependent functional data," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 1-17.
- Linton, Oliver & Sancetta, Alessio, 2009. "Consistent estimation of a general nonparametric regression function in time series," Journal of Econometrics, Elsevier, vol. 152(1), pages 70-78, September.
More about this item
KeywordsNonparametric Estimation; Quantile Estimation; Semiparametric Estimation; Sequential Forecasting; Tail Estimation; Time Series.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-08-14 (All new papers)
- NEP-ECM-2007-08-14 (Econometrics)
- NEP-FOR-2007-08-14 (Forecasting)
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