Abstract
The problem of automatic bandwidth selection in nonparametric regression is considered when a local linear estimator is used to derive nonparametrically the unknown regression function. A plug-in method for choosing the smoothing parameter based on the use of the neural networks is presented. The method applies to dependent data generating processes with nonlinear autoregressive time series representation. The consistency of the method is shown in the paper, and a simulation study is carried out to assess the empirical performance of the procedure.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
