Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods (Q3704777)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods |
scientific article |
Statements
1985
0 references
cross-validation
0 references
autoregressive order selection
0 references
bandwidth determination
0 references
autoregressive spectrum estimation
0 references
kernel spectrum estimation
0 references
generalized leave-out-one spectrum estimates
0 references
parameter selection methods
0 references
Blackman-Tukey estimates
0 references
Wahba's CVMSE
0 references
Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods (English)
0 references