SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES
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Publication:2746386
DOI10.1081/SAP-100002102zbMath0980.62026OpenAlexW2090546282WikidataQ61849340 ScholiaQ61849340MaRDI QIDQ2746386
Publication date: 6 March 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-100002102
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items
Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data ⋮ On the estimation of the marginal density of a moving average process ⋮ The choice of smoothing parameter in nonparametric regression through wild bootstrap
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