SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES

DOI10.1081/SAP-100002102zbMath0980.62026OpenAlexW2090546282WikidataQ61849340 ScholiaQ61849340MaRDI QIDQ2746386

Ángeles Saavedra, Ricardo Cao

Publication date: 6 March 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-100002102

zbMATH Keywords

kernel estimatorssimulationsmoving average processbootstrap bandwidth selection

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data ⋮ On the estimation of the marginal density of a moving average process ⋮ The choice of smoothing parameter in nonparametric regression through wild bootstrap

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