Open AccessOn bandwidth selection problems in nonparametric trend estimation under martingale difference errors
Author(s) -
Karim Benhenni,
Didier Girard,
Sana Louhichi
Publication year - 2021
Publication title -
bernoulli
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/21-bej1347
Subject(s) - mathematics , martingale difference sequence , heteroscedasticity , nonparametric statistics , mean squared error , martingale (probability theory) , smoothing , statistics , kernel density estimation , estimator
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