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Latest revision as of 18:06, 17 June 2024

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DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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    DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (English)
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    1987
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    time series analysis
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    smoothness scaling constant
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    spectral density function estimation
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    mean integrated squared error
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    MISE
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    Marron's cross- validation likelihood function
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    bandwidth
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    Whittle's cross-validation log likelihood
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    small sample simulation study
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