A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series
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Publication:5283412
DOI10.1111/jtsa.12229zbMath1367.62094arXiv1604.02724OpenAlexW2964181036WikidataQ58288542 ScholiaQ58288542MaRDI QIDQ5283412
Publication date: 21 July 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.02724
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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