Neural networks for bandwidth selection in local linear regression of time series

DOI10.1016/j.csda.2007.08.013zbMath1452.62639OpenAlexW2071943640MaRDI QIDQ1023573

Francesco Giordano, Maria Lucia Parrella

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.08.013

zbMATH Keywords

local linear estimatorsneural networksderivative estimationbandwidth selectionnonparametric regressiondependent data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

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