Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods (Q3704777): Difference between revisions

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Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
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Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods (English)
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Latest revision as of 02:48, 20 March 2024

scientific article
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Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
scientific article

    Statements

    1985
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    cross-validation
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    autoregressive order selection
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    bandwidth determination
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    autoregressive spectrum estimation
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    kernel spectrum estimation
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    generalized leave-out-one spectrum estimates
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    parameter selection methods
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    Blackman-Tukey estimates
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    Wahba's CVMSE
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    Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods (English)
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