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    DOI
    10.2307/2288557
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    publication date
    1985
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    Mathematics Subject Classification ID
    62M15
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    65C99
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    65C05
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    zbMATH DE Number
    3932252
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    zbMATH Keywords
    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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