Linex discrepancy for bandwidth selection

DOI10.1080/03610918.2016.1143102zbMath1377.62183OpenAlexW2540097771MaRDI QIDQ4593831

Habiballah Mombeni, Sadegh Rezaei, Saralees Nadarajah

Publication date: 15 November 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1143102

zbMATH Keywords

spectral density estimationbandwidth selectionperiodogram smoothingLinex discrepancy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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