A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139)
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scientific article; zbMATH DE number 6693811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data |
scientific article; zbMATH DE number 6693811 |
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A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (English)
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10 March 2017
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heteroskedasticity and autocorrelation robust variance
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calibration
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fixed-smoothing asymptotics
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fixed-bandwidth asymptotics
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kernel density estimator
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local polynomial estimator
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\(t\)-approximation
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testing-optimal smoothing-parameter choice
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temporal dependence
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