The effect of the regularity of the error process on the performance of kernel regression estimators
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Publication:2392261
DOI10.1007/s00184-012-0414-8OpenAlexW2022701705MaRDI QIDQ2392261
Mustapha Rachdi, Yingcai Su, Karim Benhenni
Publication date: 1 August 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-012-0414-8
cross-validationautocovariance functionregression functionnonparametric estimationoptimal bandwidthintegrated Brownian motionnon-stationary error process
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