Selection of a kernel bandwidth for measuring dependence in hydrologic time series using the mutual information criterion

DOI10.1007/s004770100073zbMath0987.62023MaRDI QIDQ5957011

No author found.

Publication date: 30 June 2002

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004770100073

zbMATH Keywords

bandwidth selection; kernel density estimation; autoregressive-moving average models

Mathematics Subject Classification ID

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P12: Applications of statistics to environmental and related topics

86A05: Hydrology, hydrography, oceanography

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EVALUATION OF MUTUAL INFORMATION ESTIMATORS FOR TIME SERIES