On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219)
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scientific article; zbMATH DE number 7467726
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| English | On bandwidth selection problems in nonparametric trend estimation under martingale difference errors |
scientific article; zbMATH DE number 7467726 |
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On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (English)
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1 February 2022
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ARCH(1)
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average squared error
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cross validation
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generalized cross validation
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kernel nonparametric models
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Mallows criterion
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martingale difference sequences
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mean average squared error
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nonparametric trend estimation
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smoothing parameter selection
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