Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series
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- Bastian Schäfer, 2021. "Bandwidth selection for the Local Polynomial Double Conditional Smoothing under Spatial ARMA Errors," Working Papers CIE 146, Paderborn University, CIE Center for International Economics.
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KeywordsSpatial nonparametric regression; boundary correction; functional double conditional smoothing; bandwidth selection; spot volatility surface;
All these keywords.
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2021-08-23 (Econometrics)
- NEP-ETS-2021-08-23 (Econometric Time Series)
- NEP-ISF-2021-08-23 (Islamic Finance)
- NEP-MST-2021-08-23 (Market Microstructure)
- NEP-ORE-2021-08-23 (Operations Research)
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