Linex discrepancy for bandwidth selection

DOI10.1080/03610918.2016.1143102MaRDI QIDQ4593831zbMATH OpenOpenAlexFDO

Authors Habiballah Mombeni, S. Rezaei, Saralees Nadarajah

Publication date 15 November 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1143102

zbMATH Keywords

bandwidth selectionspectral density estimationperiodogram smoothingLinex discrepancy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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