Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85159
Authors: 
Beran, Jan
Feng, Yuanhua
Year of Publication: 
2000
Series/Report no.: 
CoFE Discussion Paper 00/16
Abstract: 
In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. For selecting the bandwidth, the proposal of Beran and Feng (1999) based on the iterative plug-in idea (Gasser et al., 1991) is used. Asymptotic properties of the proposed algorithms are investigated. A large simulation study illustrates the practical performance of the methods.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
File
Size
365.94 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.