BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817)
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scientific article; zbMATH DE number 729107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION |
scientific article; zbMATH DE number 729107 |
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BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (English)
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4 May 1995
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bias reduction
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mean squared error
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variance estimation
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nonparametric spectral density estimation
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stationary time series
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Bartlett's estimator
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kernel estimators
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lag-windows of trapezoidal shape
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rate of convergence
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moving-average processes
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autoregressive moving-average processes
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