Automatic Local Smoothing for Spectral Density Estimation (Q4231310): Difference between revisions

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scientific article; zbMATH DE number 1260781
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English
Automatic Local Smoothing for Spectral Density Estimation
scientific article; zbMATH DE number 1260781

    Statements

    Automatic Local Smoothing for Spectral Density Estimation (English)
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    14 March 1999
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    spectral density
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    periodogram
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    log-periodogram
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    local polynomial fitting
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    Whittle likelihood estimator
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