Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence

DOI10.1080/00949655.2021.1988947MaRDI QIDQ3390616zbMATH OpenOpenAlexFDO

Authors Donghoon Jeong, Jongho Im, Young-Min Kim

Publication date 24 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2021.1988947

zbMATH Keywords

cosine-based bandwidth selectionkernel-based density estimatorlong-range dependencespectral density functionvariable bandwidth

Mathematics Subject Classification ID

Statistics (62-XX) Density estimation (62G07)

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Cited in

(2)

• Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
• Modified nonparametric spectral density estimation under long-range dependence

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