The effect of the regularity of the error process on the performance of kernel regression estimators (Q2392261)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of the regularity of the error process on the performance of kernel regression estimators |
scientific article |
Statements
The effect of the regularity of the error process on the performance of kernel regression estimators (English)
0 references
1 August 2013
0 references
regression function
0 references
nonparametric estimation
0 references
non-stationary error process
0 references
autocovariance function
0 references
optimal bandwidth
0 references
cross-validation
0 references
integrated Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
