Sequential Cross-Validated Bandwidth Selection Under Dependence and Anscombe-Type Extensions to Random Time Horizons (Q3165894)

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Sequential Cross-Validated Bandwidth Selection Under Dependence and Anscombe-Type Extensions to Random Time Horizons
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    19 October 2012
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    changepoint detection
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    empirical process
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    multiple jumps
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    nonparametric regression
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    risk control
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    stochastic integration
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    time series
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    math.PR
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    math.ST
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    stat.AP
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    stat.TH
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