Adaptive bandwidth choice
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Publication:4470129
DOI10.1080/10485250310001604659zbMATH Open1054.62038OpenAlexW2049170734MaRDI QIDQ4470129FDOQ4470129
Authors: Dimitris Politis 
Publication date: 22 June 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250310001604659
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Time seriesKernel smoothingSpectral estimationDensity estimationBandwidth choiceNonparametric function estimation
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Cited In (58)
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- Linear process bootstrap unit root test
- Bivariate kernel deconvolution with panel data
- A note on kernel density estimation at a parametric rate†
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
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- A note on superkernel density estimators
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- Higher-order accurate polyspectral estimation with flat-top lag-windows
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- A two-stage plug-in bandwidth selection and its implementation for covariance estimation
- Batch size selection for variance estimators in MCMC
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
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- Consistency of the frequency domain bootstrap for differentiable functionals
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- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- M-procedures for detection of changes for dependent observations
- Testing normality of data on a multivariate grid
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- High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
- A bootstrap method to calculate the p -value of Fisher’s combination for a large number of weakly dependent p -values
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