On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371)

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On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
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    On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (English)
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    24 February 1997
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    correlated errors
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    curve estimation
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    kernel estimator
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    local linear smoothing
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    mean squared error
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    resampling
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    short-range dependence
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    block bootstrap
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    leave-out cross-validation
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    nonparametric regression
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    dependence structure of errors
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    optimal bandwidth choice
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    first-order optimal band-widths
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    long-range dependence
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