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Keyword: bandwidth choice.;
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Xiaohong Chen, Oliver Linton and Peter M Robinson
We discuss a number of issues in the smoothed nonparametric estimation of kernel conditional probability density functions for stationary processes. The kernel conditional density estimate is a ratio of joint and margina...Read more...
Peter M Robinson and Carlos Velasco
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral estimates, and of studentized versions of linear statistics such as the same mean, where the studentization employs such a n...Read more...