LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (Q4892825): Difference between revisions

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scientific article; zbMATH DE number 922071
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LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
scientific article; zbMATH DE number 922071

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    LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (English)
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    19 January 1997
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    bandwidth
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    strong-mixing sequence
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    time series
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    optimal window width
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    spectral estimation
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    asymptotic mean square error
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    lag-window estimator
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    iterative plug-in scheme
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    variable window width
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