Browsing Theses and Dissertations by Author "Matsuoka, Danilo Hiroshi"
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Essays on asymptotic analysis of nonparametric regression
Matsuoka, Danilo Hiroshi (2020) [Thesis]This work is composed of three essays in the eld of nonparametric inference, all closely inter-related. The rst essay aims to stablish uniform convergence rates under mixing conditions for the local linear estimator under ... -
Forecasting brazilian inflation with singular spectrum analysis
Matsuoka, Danilo Hiroshi (2016) [Dissertation]The purpose of this paper is to evaluate Brazilian inflation forecasts produced by the nonparametric method Singular Spectrum Analysis (SSA). This forecasting exercise employs rolling windows scheme. Different strategies ...