RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION (Q4855267): Difference between revisions

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scientific article; zbMATH DE number 814587
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RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION
scientific article; zbMATH DE number 814587

    Statements

    RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION (English)
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    11 March 1996
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    maximum likelihood
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    stationary time series
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    logarithm of the spectral density
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    polynomial splines
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    approximation
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    expected log-likelihood
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    periodogram
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    nonparametric rate of convergence
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