The Asymptotic Variance of the Continuous-Time Kernel Estimator with Applications to Bandwidth Selection
| Year of publication: |
2001
|
|---|---|
| Authors: | Sköld, M. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 4.2001, 1, p. 99-117
|
| Publisher: |
Springer |
| Subject: | nonparametric density estimation | kernel estimate | dependent data | continuous time | asymptotic variance | bandwidth selection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616064