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The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection - MaRDI portal

The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection (Q5952147)

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scientific article; zbMATH DE number 1687770
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The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection
scientific article; zbMATH DE number 1687770

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    The asymptotic variance of the continuous-time kernel estimator with applications to bandwidth selection (English)
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    14 May 2002
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    kernel estimate
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    dependent data
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    continuous time
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    bandwith selection
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    asymptotic variance
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