Bandwidth selection for kernel estimate with correlated noise (Q1122897)
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scientific article; zbMATH DE number 4107944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bandwidth selection for kernel estimate with correlated noise |
scientific article; zbMATH DE number 4107944 |
Statements
Bandwidth selection for kernel estimate with correlated noise (English)
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1989
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stationary series
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bandwidth selection
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periodogram
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trend
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time series
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weighted least squares estimation
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kernel estimate
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Mallows' criterion
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noise spectrum
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strongly consistent estimates
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asymptotic distribution
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0.9480083
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0.9305518
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0.92675453
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0.9265522
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0.91911685
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