BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 21:54, 6 February 2024
scientific article; zbMATH DE number 729107
Language | Label | Description | Also known as |
---|---|---|---|
English | BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION |
scientific article; zbMATH DE number 729107 |
Statements
BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (English)
0 references
4 May 1995
0 references
bias reduction
0 references
mean squared error
0 references
variance estimation
0 references
nonparametric spectral density estimation
0 references
stationary time series
0 references
Bartlett's estimator
0 references
kernel estimators
0 references
lag-windows of trapezoidal shape
0 references
rate of convergence
0 references
moving-average processes
0 references
autoregressive moving-average processes
0 references