Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing

DOI10.1080/03610927508827233zbMath0305.62060OpenAlexW1995544102MaRDI QIDQ4061820

Grace Wahba, Svante Wold

Publication date: 1975

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927508827233

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Inference from stochastic processes and spectral analysis (62M15) Theory of matrix inversion and generalized inverses (15A09) Spline approximation (41A15)

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