The Asymptotic Variance of the Continuous-Time Kernel Estimator with Applications to Bandwidth Selection

M. Sköld ()

Statistical Inference for Stochastic Processes, 2001, vol. 4, issue 1, 99-117

Keywords: nonparametric density estimation; kernel estimate; dependent data; continuous time; asymptotic variance; bandwidth selection (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017520326698

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