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 / OpenAlex ID: W2069918696 / rank | |||
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| Property / cites work | |||
| 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 17:06, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE |
scientific article |
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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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