Bandwidth selection for kernel estimate with correlated noise
type: Item
instance of: scholarly article
title: Bandwidth selection for kernel estimate with correlated noise
zbMATH Open document ID: 0676.62040
DOI: 10.1016/0167-7152(89)90043-6
author: Shean-Tsong Chiu
published in: Statistics \& Probability Letters
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 4107944
zbMATH Keywords: stationary series
zbMATH Keywords: bandwidth selection
zbMATH Keywords: periodogram
zbMATH Keywords: trend
zbMATH Keywords: time series
zbMATH Keywords: weighted least squares estimation
zbMATH Keywords: kernel estimate
zbMATH Keywords: Mallows' criterion
zbMATH Keywords: noise spectrum
zbMATH Keywords: strongly consistent estimates
zbMATH Keywords: asymptotic distribution
MaRDI profile type: Publication
full work available at URL: 0167-7152(89)90043-6
OpenAlex ID: W2012885882
cites work: Q4137964
cites work: Q4082810
cites work: Weighted least squares estimators on the frequency domain for the parameters of a time series
cites work: Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
cites work: Non-linear time series regression
cites work: How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
cites work: Kernel Regression Estimation Using Repeated Measurements Data
cites work: Some Comments on C P
cites work: Bandwidth choice for nonparametric regression
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description: scientific article; zbMATH DE number 4107944