School Seminars and Colloquia

Uniform consistency for nonparametric estimators in null recurrent time series

Statistics Seminar

by Degui Li

Institution: Monash University
Date: Tue 6th December 2011
Time: 1:00 PM
Location: Room 213, Richard Berry Building, University of Melbourne

Abstract: This paper establishes a suite of uniform consistency results for nonparametric kernel density and regression estimators when the time series regressors concerned are nonstationary null-recurrent Markov chains. Under suitable conditions, certain rates of convergence are also obtained for the proposed estimators. Our results can be viewed as an extension of some well-known uniform consistency results for the stationary time series case to the nonstationary time series case.

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