| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548107 | Statistics & Probability Letters | 2018 | 11 Pages |
Abstract
The choice of the smoothing parameter in nonparametric function estimation is of major concern. The estimation accuracy highly depends on how such a choice is performed. In this paper, we construct a bandwidth selection procedure pertaining to the kernel density estimation when a continuous time dependent and stationary process is considered.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Khadijetou El Heda, Djamal Louani,