Functional index coefficient models for locally stationary time series

HIGHLIGHTS

• What: In the following, the authors explore the difference between ĝ1,KSP (w1 ) and ĝ1,O (w1 ).
• Who: from the School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, China , have published the Article: Supplementary Material to “Functional Index Coefficient Models for Locally Stationary Time Series”, in the Journal: (JOURNAL)

SUMMARY

T q+1 T 1 ∑ - ξ > ϵT T t=1 t,ml Thus ∞ ∑ ) 1/2 -1 ≤ C(log T ) exp(-ϵ2 c-1 JT ) + T exp(log(ρ)c2 log(T )) ≤ T -3. (A.4) Finally, using . . .

 



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