Bandwidth selection for kernel estimate with correlated noise (Q1122897)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bandwidth selection for kernel estimate with correlated noise |
scientific article |
Statements
Bandwidth selection for kernel estimate with correlated noise (English)
0 references
1989
0 references
stationary series
0 references
bandwidth selection
0 references
periodogram
0 references
trend
0 references
time series
0 references
weighted least squares estimation
0 references
kernel estimate
0 references
Mallows' criterion
0 references
noise spectrum
0 references
strongly consistent estimates
0 references
asymptotic distribution
0 references
