Sequential cross-validated bandwidth selection under dependence and Anscombe-type extensions to random time horizons

Steland, Ansgar

Monticello, NY : Dekker (2012)
Journal Article

In: Sequential analysis
Volume: 31
Issue: 3
Page(s)/Article-Nr.: 326-350

Institutions

• Department of Mathematics [110000]
• Chair of Stochastics [116110]