DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (Q3747573): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00418.x / rank
 
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Property / cites work: Q4082810 / rank
 
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Property / cites work: An asymptotically efficient solution to the bandwidth problem of kernel density estimation / rank
 
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Latest revision as of 18:06, 17 June 2024

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DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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    DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (English)
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    1987
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    time series analysis
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    smoothness scaling constant
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    spectral density function estimation
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    mean integrated squared error
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    MISE
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    Marron's cross- validation likelihood function
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    bandwidth
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    Whittle's cross-validation log likelihood
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    small sample simulation study
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