Higher-order accurate polyspectral estimation with flat-top lag-windows

DOI10.1007/s10463-007-0154-0zbMath1332.62354arXivmath/0612681OpenAlexW2063891855MaRDI QIDQ730764

Arthur Berg, Dimitris N. Politis

Publication date: 30 September 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0612681

zbMATH Keywords

time seriesspectral densitynonparametric estimationbispectrum

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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