Binned modified cross–validation with dependent errors

DOI10.1080/03610929408831461zbMath0825.62237OpenAlexW2095144826MaRDI QIDQ4843852

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Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831461

zbMATH Keywords

nonparametric regressionbinned dataasymptotic mean squared errorautoregressive moving average processmodified cross-validationbinned modified cross-validation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• A cross-validatory method for dependent data
• Asymptotic properties of the periodogram of a discrete stationary process

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