On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371): Difference between revisions
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Latest revision as of 12:59, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On bandwidth choice in nonparametric regression with both short- and long-range dependent errors |
scientific article |
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On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (English)
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24 February 1997
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correlated errors
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curve estimation
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kernel estimator
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local linear smoothing
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mean squared error
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resampling
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short-range dependence
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block bootstrap
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leave-out cross-validation
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nonparametric regression
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dependence structure of errors
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optimal bandwidth choice
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first-order optimal band-widths
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long-range dependence
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