Bandwidth selection for kernel estimate with correlated noise (Q1122897): Difference between revisions

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Revision as of 02:57, 31 January 2024

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Bandwidth selection for kernel estimate with correlated noise
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    Bandwidth selection for kernel estimate with correlated noise (English)
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    1989
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    stationary series
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    bandwidth selection
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    periodogram
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    trend
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    time series
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    weighted least squares estimation
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    kernel estimate
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    Mallows' criterion
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    noise spectrum
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    strongly consistent estimates
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    asymptotic distribution
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