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Article
Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. (2012)Linear cointegration is known to have the important property of invariance under temporal translation. The same property is shown not to apply for nonlinear cointegration. The limit properties of the Nadaraya-Watson (NW) ...
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Article
Nonparametric regression estimation based on spatially inhomogeneous data: Minimax global convergence rates and adaptivity
Antoniadis, Anestis; Pensky, M.; Sapatinas, Theofanis (2014)We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known density g with a finite number of ...
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Article
Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations
Politis, Dimitris Nicolas; Vasiliev, V. A. (2013)This article presents a sequential estimation procedure for an unknown regression function. Observed regressors and noises of the model are supposed to be dependent and form sequences of dependent numbers. Two types of ...