混合高频数据的 Nadaraya-Waton 核回归估计的渐近正态性

IF 1.2 4区数学 Q2 STATISTICS & PROBABILITY

Statistics Pub Date : 2024-02-19 DOI:10.1080/02331888.2024.2317770

Shanchao Yang, Yanzhe Wang, Lanjiao Qin, Xin Yang

引用次数: 0

摘要

高频数据在许多领域，特别是计量经济学和统计学中被广泛使用和研究。在本文中，Nadaraya-Waton（NW）核回归估计的渐近正态性将成为研究的重点。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data

High-frequency data is widely used and studied in many fields, especially in the econometrics and statistics. In this paper, the asymptotic normality of Nadaraya–Waton (NW) kernel regression estima...

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来源期刊

Statistics 数学-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 months

期刊介绍： Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.