Bandwidth selection for kernel regression with long-range dependent errors

Biometrika

Volumn 84, Issue 4, 1997, Pages 791-802

  Ray, Bonnie K ^a   Tsay, Ruey S ^b  

^a NEW JERSEY INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Kernel smoothing; Long memory; Plug in method

Indexed keywords

EID: 0000610323     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.4.791     Document Type: Article

References (22)

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