Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Asymptotic Theory for Kernel Estimators under Moderate Deviations from a
  Unit Root, with an Application to the Asymptotic Size of Nonparametric Tests   We provide new asymptotic theory for kernel density estimators, when these
are applied to autoregressive processes exhibiting moderate deviations from a
unit root. This fills a gap in the existing literature, which has to date
considered only nearly integrated and stationary autoregressive processes.
These results have applications to nonparametric predictive regression models.
In particular, we show that the null rejection probability of a nonparametric t
test is controlled uniformly in the degree of persistence of the regressor.
This provides a rigorous justification for the validity of the usual
nonparametric inferential procedures, even in cases where regressors may be
highly persistent.

22
The categories of this paper are: chao-dyn
11
The categories of this paper are: hep-lat
14
The categories of this paper are: math-ph
9
The categories of this paper are: nlin
5
The categories of this paper are: gr-qc
15
The categories of this paper are: nucl-ex
0
The categories of this paper are: hep-ph
32
The categories of this paper are: atom-ph
4
The categories of this paper are: cond-mat
24
The categories of this paper are: dg-ga
36
The categories of this paper are: cmp-lg
21
The categories of this paper are: adap-org
37
The categories of this paper are: supr-con
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
19
The categories of this paper are: eess