Optimal bandwidth selection in kernel density estimation for continuous time dependent processes (Q1642238)

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Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
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    Optimal bandwidth selection in kernel density estimation for continuous time dependent processes (English)
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    20 June 2018
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    stationary process
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    continuous time process
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    density estimation
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    ergodicity
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    kernel estimator
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    bandwidth selection
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    nonparametric function estimation
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