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On bandwidth selection problems in nonparametric trend estimation under martingale difference errors - MaRDI portal

On bandwidth selection problems in nonparametric trend estimation under martingale difference errors

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Publication:6337228

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DOI10.3150/21-BEJ1347arXiv2003.10164MaRDI QIDQ6337228

Didier A. Girard, Sana Louhichi, Karim Benhenni

Publication date: 23 March 2020

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Limit theorems in probability theory (60Fxx)

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