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20072026
most citedAsymptotics for Duration-Driven Long Range Dependent Processes

10 citations · 10 across the 4 of their papers we have counts for

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stat.ME2026

On the Expectation of the Local-to-Zero Cross-Validated Log Likelihood Criterion for Bandwidth Selection in Kernel Spectral Estimation

Meng-Chen Hsieh, Clifford Hurvich

We consider data-driven bandwidth selection for a kernel spectral estimator at zero frequency based on a local-to-zero version of the cross validated log-likelihood (CVLL) criterio…