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Neural networks for bandwidth selection in local linear regression of time series

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  • Giordano, F.
  • Parrella, M.L.

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  • Giordano, F. & Parrella, M.L., 2008. "Neural networks for bandwidth selection in local linear regression of time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2435-2450, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2435-2450
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    References listed on IDEAS

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    1. PARK, Byeong & TURLACH, Berwin, 1992. "Practical performance of several data driven bandwidth selectors," LIDAM Discussion Papers CORE 1992005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. J. Franke & J.‐P. Kreiss & E. Mammen & M. H. Neumann, 2002. "Properties of the nonparametric autoregressive bootstrap," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(5), pages 555-585, September.
    3. Levine, M., 2006. "Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: A possible approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3405-3431, August.
    4. Wolfgang Härdle & Philippe Vieu, 1992. "Kernel Regression Smoothing Of Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(3), pages 209-232, May.
    5. PARK, Byeong U. & TURLACH, Berwin A., 1992. "Practical performance of several data driven bandwidth selectors," LIDAM Reprints CORE 1001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Xiaohong Chen & Xiaotong Shen, 1998. "Sieve Extremum Estimates for Weakly Dependent Data," Econometrica, Econometric Society, vol. 66(2), pages 289-314, March.
    7. Opsomer, J. D., 1997. "Nonparametric Regression in the Presence of Correlated Errors," Staff General Research Papers Archive 1144, Iowa State University, Department of Economics.
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