Bandwidth selection for kernel estimate with correlated noise

DOI10.1016/0167-7152(89)90043-6zbMath0676.62040OpenAlexW2012885882MaRDI QIDQ1122897

Shean-Tsong Chiu

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90043-6

zbMATH Keywords

trendasymptotic distributiontime seriesperiodogrambandwidth selectionkernel estimatenoise spectrumstrongly consistent estimatesstationary seriesweighted least squares estimationMallows' criterion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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