Bandwidth selection for kernel regression with long-range dependent errors

DOI10.1093/biomet/84.4.791zbMath1090.62536OpenAlexW2028057265MaRDI QIDQ4376591

Ruey S. Tsay, Bonnie K. Ray

Publication date: 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/84.4.791

zbMATH Keywords

Kernel smoothingLong memoryPlug-in method

Mathematics Subject Classification ID

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