Bandwidth selection for kernel estimate with correlated noise
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Cites work
- scientific article; zbMATH DE number 3502569 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- Bandwidth choice for nonparametric regression
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Kernel Regression Estimation Using Repeated Measurements Data
- Non-linear time series regression
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- Weighted least squares estimators on the frequency domain for the parameters of a time series
Cited in
(26)- An iterated cochrane-orcutt procedure for nonparametric regression
- Modelling data from inside the Earth: local smoothing of mean and dispersion structure in deep drill data
- An autocorrelation criterion for bandwidth selection in nonparametric regression∗
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
- Nonparametric estimation of a regression function with dependent observations
- Bandwidth selection for estimating the two-point correlation function of a spatial point pattern using AMSE
- Binned modified cross–validation with dependent errors
- Comparison of bandwidth selectors in nonparametric regression under dependence
- The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Some uses if cumulants in wavelet analysis
- Bandwidth selection for kernel regression with correlated errors
- Nonparametric curve estimation with time series errors
- Nonparametric regression with correlated errors.
- Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors
- Some automated methods of smoothing time-dependent data
- A Simple Estimator of Error Correlation in Non-parametric Regression Models
- A stabilized bandwidth selection method for kernel smoothing of the periodogram.
- Bandwidth selection in nonparametric regression with general errors
- SEMIFAR forecasts, with applications to foreign exchange rates.
- Using bimodal kernel for inference in nonparametric regression with correlated errors
- Testing for trends in high-dimensional time series
- Smoothing parameter selection methods for nonparametric regression with spatially correlated errors
- A plug-in technique in nonparametric regression with dependence
- Nonparametric trend estimation in replicated time series
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
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