Estimation of marginal and spectral modes

DOI10.1080/10485250213108MaRDI QIDQ4796541zbMATH OpenOpenAlexFDO

Authors Bernard Bercu, Fabrice Gamboa, M. Lavielle

Publication date 26 March 2003

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250213108

zbMATH Keywords

empirical spectrogramhistogrammode estimation

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A note on density mode estimation
• A Note on the Estimation of the Mode
• Adaptive nonparametric peak estimation
• Asymptotically optimal cells for a histogram
• Estimation of the mode
• scientific article; zbMATH DE number 4048298 (Why is no real title available?)
• scientific article; zbMATH DE number 4072196 (Why is no real title available?)
• Large deviations for quadratic forms of stationary Gaussian processes
• On bilinear forms in Gaussian random variables and Toeplitz matrices
• On Estimation of a Probability Density Function and Mode
• On Estimation of the Mode
• On Estimation of the Spectral Function of a Stationary Gaussian Process
• Optimum kernel estimators
• Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
• The \(L_ 2\)-optimal cell width for the histogram
• Uniform consistency of a histogram density estimator and modal estimation
• Vitesse de convergence presque sûre de l'estimateur à noyau du mode
• Weak convergence and adaptive peak estimation for spectral densities

Cited in

(3)

• Separable modes
• Estimation of Mode Using Auxiliary Information
• Model-based spectral coherence analysis

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