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- W202099790 abstract "We discuss the problem of bandwidth selection for a kernel regression trend estimator when the errors are long-range dependent. The iterative plug-in bandwidth selection method is investigated and modified to account for long memory in the errors. We compare the mean average-squared errors of the trend estimates using the bandwidth obtained from the modified procedure to that obtained assuming short-range dependent errors. For illustration, we apply the modified method to estimate a trend in a series of sea surface temperatures which exhibits both nonlinearity and a long-range dependent error structure." @default.
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- W202099790 modified "2023-09-22" @default.
- W202099790 title "Iterative Bandwidth Estimation for Nonparametric Regression with Long-range Dependent Errors" @default.
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- W202099790 doi "https://doi.org/10.1007/978-1-4612-2412-9_25" @default.
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