THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN

DOI10.1111/j.1467-9892.1996.tb00284.xzbMath0906.62100MaRDI QIDQ4715708

Serena Ng, Pierre Perron

Publication date: 18 November 1996

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00284.x

zbMATH Keywords

bandwidth; time series; kernel; persistence measures; spectral density estimators; lag window

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62M15: Inference from stochastic processes and spectral analysis

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