Bandwidth selection for kernel estimate with correlated noise

DOI10.1016/0167-7152(89)90043-6zbMath0676.62040OpenAlexW2012885882MaRDI QIDQ1122897

Shean-Tsong Chiu

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90043-6

zbMATH Keywords

trendasymptotic distributiontime seriesperiodogrambandwidth selectionkernel estimatenoise spectrumstrongly consistent estimatesstationary seriesweighted least squares estimationMallows' criterion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (24)

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Cites Work

• Bandwidth choice for nonparametric regression
• Weighted least squares estimators on the frequency domain for the parameters of a time series
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Kernel Regression Estimation Using Repeated Measurements Data
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Non-linear time series regression
• Some Comments on C P
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