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