On bandwidth choice for density estimation with dependent data (Q1922388)

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On bandwidth choice for density estimation with dependent data
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    On bandwidth choice for density estimation with dependent data (English)
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    1 September 1996
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    integrated squared error
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    kernel methods
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    mean integrated squared error
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    short-range dependence
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    window width
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    empirical bandwidth choice
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    range of dependence
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    Gaussian process
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    density estimation
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    long-range dependence
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    optimal bandwidths
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    mean squared errors
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    plug-in empirical bandwidth selector
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    cross-validation
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