The problem of selecting the bandwidth of a kernel regression estimator when the observed data are serially correlated is considered. The bandwidth is selected by using a version of cross-validation ...

Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. In this episode, Thomas Betts chats with ...

As is well known, the application of any reasonably satisfactory formula for the smoothing of a lengthy series of data involves a considerable amount of time and labour. In a recent article 1, I ...