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Selection of a kernel bandwidth for measuring dependence in hydrologic time series using the mutual information criterion

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Publication:5957011
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DOI10.1007/S004770100073zbMath0987.62023OpenAlexW2074661951MaRDI QIDQ5957011

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Publication date: 30 June 2002

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004770100073


zbMATH Keywords

bandwidth selectionkernel density estimationautoregressive-moving average models


Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Hydrology, hydrography, oceanography (86A05)


Related Items (1)

EVALUATION OF MUTUAL INFORMATION ESTIMATORS FOR TIME SERIES







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