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In this paper, we further investigate the uniform consistency of this estimator. The uniform strong and weak consistencies with convergence rates for the local linear fitting are established under mild conditions. Furthermore, general results regarding uniform convergence rates for nonparametric kernel-based estimators are provided. The results of this paper will be of wide potential interest in time series semiparametric modeling.<\/jats:p>","DOI":"10.1017\/s0266466612000011","type":"journal-article","created":{"date-parts":[[2012,4,27]],"date-time":"2012-04-27T10:07:47Z","timestamp":1335521267000},"page":"935-958","source":"Crossref","is-referenced-by-count":29,"title":["LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES"],"prefix":"10.1017","volume":"28","author":[{"given":"Degui","family":"Li","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Zudi","family":"Lu","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Oliver","family":"Linton","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2012,4,27]]},"reference":[{"key":"S0266466612000011_ref17","doi-asserted-by":"publisher","DOI":"10.1137\/1107036"},{"key":"S0266466612000011_ref8","first-page":"1103","article-title":"Geometric ergodicity of nonlinear time series","volume":"9","author":"Cline","year":"1999","journal-title":"Statistica Sinica"},{"key":"S0266466612000011_ref5","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"S0266466612000011_ref39","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466604206016"},{"key":"S0266466612000011_ref14","volume-title":"A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models","author":"Gallant","year":"1988"},{"key":"S0266466612000011_ref21","volume-title":"Nonparametric Econometrics: Theory and Practice","author":"Li","year":"2007"},{"key":"S0266466612000011_ref9","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1214\/aos\/1034276620","article-title":"Fitting time series models to nonstationary processes","volume":"25","author":"Dahlhaus","year":"1997","journal-title":"Annals of Statistics"},{"key":"S0266466612000011_ref30","doi-asserted-by":"publisher","DOI":"10.1023\/A:1014652626073"},{"key":"S0266466612000011_ref38","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1021379859"},{"key":"S0266466612000011_ref15","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466608080304"},{"key":"S0266466612000011_ref35","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176996269"},{"key":"S0266466612000011_ref11","volume-title":"Local Polynomial Modeling and Its Applications","author":"Fan","year":"1996"},{"key":"S0266466612000011_ref18","unstructured":"Kanaya S. 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