Bandwidth selection for the local polynomial estimator under dependence: a simulation study
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Publication:2488423
DOI10.1007/BF02741314zbMath1088.62051OpenAlexW2076486820WikidataQ57976654 ScholiaQ57976654MaRDI QIDQ2488423
Mario Francisco Fernández, Juan M. Vilar Fernández
Publication date: 24 May 2006
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02741314
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (3)
On robust cross-validation for nonparametric smoothing ⋮ Data-driven local polynomial for the trend and its derivatives in economic time series ⋮ Nonparametric estimation of the conditional variance function with correlated errors
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