bandwidth. This paper proposes an iterative plug-in algorithm to solve this problem under independent microstructure noise …

This paper discusses the detailed performance of an iterative plug-in (IPI) bandwidth selector for estimating the …

nonparametric regression model, whose asymptotics are different to any known results. An iterative plug-in algorithm is developed …

-driven bandwidth selection is a very useful tool to improve the Berlin Method. Deep insights into the iterative plug-in rule are also … plug-in idea to time series decomposition. Asymptotic behaviour of the proposal is investigated. Some computational aspects …. Meth- ods for estimating the unknowns in h_A are proposed. The algorithm is developed by adapting the well known iterative …

. The results here also provide some insights into the iterative plug-in idea. … plug-in idea introduced by Gasser et al. (1991). Asymptotic behaviour of this algorithm is investigated. Some computational … in hA are investigated. A data-driven algorithm for decomposing seasonal time series is proposed based on the iterative …