DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (Q3747573): Difference between revisions
From MaRDI portal
Latest revision as of 18:06, 17 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE |
scientific article |
Statements
DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (English)
0 references
1987
0 references
time series analysis
0 references
smoothness scaling constant
0 references
spectral density function estimation
0 references
mean integrated squared error
0 references
MISE
0 references
Marron's cross- validation likelihood function
0 references
bandwidth
0 references
Whittle's cross-validation log likelihood
0 references
small sample simulation study
0 references
0 references