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Journal of Time Series Analysis
Volumn 17, Issue 1, 1996, Pages 49-63
Bandwidth selection in kernel smoothing of time series
Author keywords

Autoregressive process; Cross validation; Identification; Kernel method; Prediction; Time series analysis
Indexed keywords

EID: 0003047115     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1996.tb00264.x     Document Type: Article
Times cited : (16)
References (15)
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    • Auestad, B.1    Tjostheim, D.2
  • 3
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    • Comparison of two bandwidth selectors with dependent errors
    • CHU, C. K. and MARRON, J. S. (1991) Comparison of two bandwidth selectors with dependent errors. Ann. Statist. 19, 1906-8.
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    • Chu, C.K.1    Marron, J.S.2
  • 4
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    • Propriétés de convergence presque complète du prédicteur à noyau
    • COLLOMB, G. (1984) Propriétés de convergence presque complète du prédicteur à noyau. Zeit. Wahr. ver. Geb. 66, 441-60.
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  • 5
    • 0000096724 scopus 로고
    • Moment bounds for sequence of strong mixing random variables useful in nonparametric regression
    • COX, D. and KIM, T. Y. (1995) Moment bounds for sequence of strong mixing random variables useful in nonparametric regression. Stoch. Process. Appl., 56, 151-158.
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    • Cox, D.1    Kim, T.Y.2
  • 7
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    • Optimal bandwidth selection rule in nonparametric regression
    • _ and MARRON, J. S. (1985) Optimal bandwidth selection rule in nonparametric regression. Ann. Statist. 13, 1465-81.
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    • Marron, J.S.1
  • 8
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    • Kernel regression smoothing of time series
    • _ and VIEU, P. (1992) Kernel regression smoothing of time series. J. Time Ser. Anal. 13, 209-32.
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  • 9
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    • Uniform strong consistency of kernel density estimators under dependency
    • to appear
    • KIM, T. Y. and COX, D. (1994) Uniform strong consistency of kernel density estimators under dependency. Statist. Probab. Lett., to appear.
    • (1994) Statist. Probab. Lett.
    • Kim, T.Y.1    Cox, D.2
  • 10
    • 0002842240 scopus 로고
    • Asymptotic behavior of some measures of accuracy in nonparametric curve estimation with dependent observations
    • _ and _ (1995) Asymptotic behavior of some measures of accuracy in nonparametric curve estimation with dependent observations. J. Multivariate Anal. 53, 67-93.
    • (1995) J. Multivariate Anal. , vol.53 , pp. 67-93
  • 11
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    • On estimating regression
    • NADARAYA, E. A. (1964) On estimating regression. Theory Probab. Appl. 9, 141-412.
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  • 12
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    • Nonparametric regression estimation under mixing conditions
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  • 15
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.