Optimal bandwidth selection in kernel density estimation for continuous time dependent processes
DOI10.1016/j.spl.2018.02.001zbMath1463.62261OpenAlexW2791316213MaRDI QIDQ1642238
Djamal Louani, Khadijetou El Heda
Publication date: 20 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.001
ergodicitystationary processbandwidth selectiondensity estimationkernel estimatornonparametric function estimationcontinuous time process
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12)
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