scientific article; zbMATH DE number 1136433

zbMATH Open0897.62039MaRDI QIDQ4381615FDOQ4381615

Authors: Jean D. Opsomer 

Publication date: 19 October 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

nonparametric regressionautocorrelationlocal linear regressionbandwidth selectioncorrelated errorsspectral density estimationnitrogen runoff

Mathematics Subject Classification ID

Density estimation (62G07)

Cited In (18)

• Nonparametric detection of correlated errors
• Nonparametric regression with correlated errors.
• Estimation of Derivatives for Additive Separable Models
• On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
• Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression
• Choice of bandwidth for kernel regression when residuals are correlated
• Data-driven local polynomial for the trend and its derivatives in economic time series
• The negative correlations between data-determined bandwidths and the optimal bandwidth
• Neural networks for bandwidth selection in local linear regression of time series
• Using bimodal kernel for inference in nonparametric regression with correlated errors
• Time-Varying Additive Models for Longitudinal Data
• Effects of correlated disturbances of some regression problems
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
• Bandwidth selection for kernel regression with correlated errors
• Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors
• Kernel regression in the presence of correlated errors
• MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
• Finite nonparametric grach model for foreign exchange volatility

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