Weak convergence and adaptive peak estimation for spectral densities (Q1206709)
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scientific article; zbMATH DE number 150364
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| English | Weak convergence and adaptive peak estimation for spectral densities |
scientific article; zbMATH DE number 150364 |
Statements
Weak convergence and adaptive peak estimation for spectral densities (English)
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1 April 1993
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cumulants
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curve estimation
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efficiency
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tightness
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variable bandwidth
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kernel estimators
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spectral density
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stationary time series
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direct smoothing of the periodogram
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asymptotic mean squared error
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two- parameter stochastic process
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Gaussian limit process
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global and local bandwidth choices
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adaptive peak estimators
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0.8804224133491516
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0.8234872221946716
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0.7991532683372498
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0.7983129024505615
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0.7970768809318542
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