A Modified Nonparametric Prewhitened Covariance Estimator (Q3411054)
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scientific article; zbMATH DE number 5079154
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Modified Nonparametric Prewhitened Covariance Estimator |
scientific article; zbMATH DE number 5079154 |
Statements
A Modified Nonparametric Prewhitened Covariance Estimator (English)
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8 December 2006
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bias correction
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periodogram
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kernel spectral density estimator
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mean squared error
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0.9766451
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0.8972752
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0.88100606
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0.8789159
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0.8751538
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0.8676537
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