A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No simulated resampling is required in this context,...

A data-driven optimal decomposition of time series with trend-cyclical and seasonal components as well as the estimation of derivatives of the trend-cyclical is considered. The time series is smoothed by locally weighted regression with polynomials and trigonometric functions as local...