scientific article; zbMATH DE number 597913

Cited in

(24)

Neural networks for bandwidth selection in local linear regression of time series
Cross-validatory bandwidth selections for regression estimation based on dependent data
Nonparametric regression with correlated errors.
Semiparametric approaches to signal extraction problems in economic time series
Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples
Nonparametric regression under dependent errors with infinite variance
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
Time series clustering based on nonparametric multidimensional forecast densities
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations
Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
Robustness of one-sided cross-validation to autocorrelation
Bandwidth selection for the local polynomial estimator under dependence: a simulation study
A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Nonstationary autoregressive conditional duration models
Nonparametric two-step regression estimation when regressors and error are dependent
Estimating nonlinear additive models with nonstationarities and correlated errors
Long Short-Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart Grids
Liquidity spreads in the corporate bondmarket: estimation using a semi-parametric model
Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors
Testing for trends in high-dimensional time series
On estimation of nonparametric regression models with autoregressive and moving average errors
Sieve bootstrap for smoothing in nonstationary time series
A survey of cross-validation procedures for model selection

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