On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On bandwidth selection problems in nonparametric trend estimation under martingale difference errors |
scientific article |
Statements
On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (English)
0 references
1 February 2022
0 references
ARCH(1)
0 references
average squared error
0 references
cross validation
0 references
generalized cross validation
0 references
kernel nonparametric models
0 references
Mallows criterion
0 references
martingale difference sequences
0 references
mean average squared error
0 references
nonparametric trend estimation
0 references
smoothing parameter selection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
