Optimal sequential kernel detection for dependent processes

DOI10.1016/J.JSPI.2004.06.019zbMath1075.62071arXiv1001.1830OpenAlexW1993407616MaRDI QIDQ1779801

Ansgar Steland

Publication date: 1 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.1830

zbMATH Keywords

Quality controlNonparametric regressionFinancial econometricsEnzyme kineticsStatistical genetics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical methods (62L99) Sequential statistical analysis (62L10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (4)

MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY ⋮ Weighted Dickey-Fuller processes for detecting stationarity ⋮ Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction ⋮ Random Walks with Drift – A Sequential Approach

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