Bootstrap bandwidth selection in time-varying coefficient models with jumps
DOI10.1080/03610918.2019.1708930zbMath1487.62110OpenAlexW3002433464WikidataQ126330977 ScholiaQ126330977MaRDI QIDQ5866145
Yan-Yong Zhao, Jian-Qiang Zhao
Publication date: 13 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1708930
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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