RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION (Q4855267)
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scientific article; zbMATH DE number 814587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION |
scientific article; zbMATH DE number 814587 |
Statements
RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION (English)
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11 March 1996
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maximum likelihood
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stationary time series
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logarithm of the spectral density
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polynomial splines
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approximation
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expected log-likelihood
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periodogram
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nonparametric rate of convergence
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