Bandwidth selection for kernel estimate with correlated noise
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References listed on IDEAS
- Satorra, Albert & Bentler, Peter M., 1990. "Model conditions for asymptotic robustness in the analysis of linear relations," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 235-249, December.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chikhi, Mohamed & Terraza, Michel, 2002.
"Un essai de prévision non paramétrique de l'action France Télécom
[A nonparametric prediction test of the France Telecom stock proces]," MPRA Paper 77268, University Library of Munich, Germany, revised Dec 2003.
- Mohamed Chikhi & Claude Diebolt, 2010.
"Nonparametric analysis of financial time series by the Kernel methodology,"
Quality & Quantity: International Journal of Methodology,
Springer, pages 865-880.
- Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
- Kim, Tae Yoon & Park, Byeong U. & Moon, Myung Sang & Kim, Chiho, 2009. "Using bimodal kernel for inference in nonparametric regression with correlated errors," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1487-1497, August.
- CHIKHI, Mohamed, 2017.
"Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange
[Exogenous Shocks and nonlinearity in the stock exchange seri," MPRA Paper 76691, University Library of Munich, Germany, revised 2017.
- del Rio, Alejandro Quintela, 1996. "Comparison of bandwidth selectors in nonparametric regression under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 21(5), pages 563-580, May.
- CHIKHI, Mohamed, 2009.
"Identification non paramétrique d’un processus non linéaire hétéroscédastique
[Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper 82108, University Library of Munich, Germany, revised 2009.
- Beran, Jan & Feng, Yuanhua, 2002. "SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 393-419, August.
More about this item
Keywordsbandwidth selection kernel estimate periodogram trend time series weighted least squares estimation;
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