{"created":"2021-03-01T07:01:53.088986+00:00","id":42049,"links":{},"metadata":{"_buckets":{"deposit":"d7da1fc6-a18d-4461-92b4-fc8a95b508d3"},"_deposit":{"id":"42049","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42049"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042049","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2008-06","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-573","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper considers a nonstandard kernel regression for strongly mixing processes when the regressor is nonnegative. The nonparametric regression is implemented using asymmetric kernels [Gamma (Chen, 2000b), Inverse Gaussian and Reciprocal Inverse Gaussian (Scaillet, 2004) kernels] that possess some appealing properties such as lack of boundary bias and adaptability in the amount of smoothing. The paper investigates the asymptotic and finite-sample properties of the asymmetric kernel Nadaraya-Watson, local linear, and re-weighted Nadaraya-Watson estimators. Pointwise weak consistency, rates of convergence and asymptotic normality are established for each of these estimators. As an important economic application of asymmetric kernel regression estimators, we reexamine the problem of estimating scalar diffusion processes.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2008/2008cf573ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Gospodinov, Nikolay"}],"nameIdentifiers":[{"nameIdentifier":"96772","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Hirukawa, Masayuki"}],"nameIdentifiers":[{"nameIdentifier":"96773","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"JEL classi cation: C13; C14; C22; E43; G13","subitem_subject_scheme":"Other"},{"subitem_subject":"Nonparametric regression","subitem_subject_scheme":"Other"},{"subitem_subject":"strong mixing processes","subitem_subject_scheme":"Other"},{"subitem_subject":"Gamma kernel","subitem_subject_scheme":"Other"},{"subitem_subject":"Inverse Gaussian kernel","subitem_subject_scheme":"Other"},{"subitem_subject":"Reciprocal Inverse Gaussian kernel","subitem_subject_scheme":"Other"},{"subitem_subject":"di?usion estimation","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42049","relation_version_is_last":true,"title":["Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:21.374162+00:00"}