Weak convergence and adaptive peak estimation for spectral densities (Q1206709): Difference between revisions
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Revision as of 10:23, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence and adaptive peak estimation for spectral densities |
scientific article |
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Weak convergence and adaptive peak estimation for spectral densities (English)
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1 April 1993
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cumulants
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curve estimation
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efficiency
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tightness
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variable bandwidth
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kernel estimators
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spectral density
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stationary time series
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direct smoothing of the periodogram
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asymptotic mean squared error
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two- parameter stochastic process
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Gaussian limit process
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global and local bandwidth choices
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adaptive peak estimators
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