Automated Kernel Smoothing of Dependent Data by Using Time Series Cross-Validation

The Statistical Analysis of Time Series.

1995 • 2,128 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Kernel estimation of regression functions

1979 • 811 citations

Biased and Unbiased Cross-Validation in Density Estimation

1987 • 428 citations

Kernel Smoothing of Data with Correlated Errors

1990 • 285 citations

Smooth optimum kernel estimators near endpoints

1991 • 248 citations

Data-Driven Bandwidth Choice for Density Estimation Based on Dependent Data

1990 • 224 citations

Kernel Regression Estimation with Time Series Errors

1991 • 220 citations

KERNEL REGRESSION SMOOTHING OF TIME SERIES

1992 • 197 citations

Non-Parametric Techniques in Statistical Inference.

1971 • 197 citations

Nonparametric regression with long-range dependence

1990 • 150 citations

Comparison of Two Bandwidth Selectors with Dependent Errors

1991 • 142 citations

ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS

1989 • 112 citations

Choice of bandwidth for kernel regression when residuals are correlated

1992 • 103 citations

Empirical Functionals and Efficient Smoothing Parameter Selection

1992 • 78 citations

Nonparametric spline regression with autoregressive moving average errors

1992 • 57 citations

Kernel Regression When the Boundary Region is Large, with an Application to Testing the Adequacy of Polynomial Models

1992 • 55 citations

Bandwidth selection for kernel estimate with correlated noise

1989 • 55 citations

Efficiency of a Kernel Density Estimator under an Autoregressive Dependence Model

1984 • 34 citations

A Frequency Domain Selection Criterion for Regression with Autocorrelated Errors

1990 • 15 citations