CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (Q3476167)
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scientific article; zbMATH DE number 4145196
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| English | CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC |
scientific article; zbMATH DE number 4145196 |
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CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (English)
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1990
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generalized version of the cross-validated log likelihood criterion
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spectrum estimator
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CVLL
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expected Kullback-Leibler information
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Akaike information criterion
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AIC
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Monte Carlo results
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smoothed periodogram estimators
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0.8178940415382385
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0.792466938495636
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0.7719597816467285
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0.7716105580329895
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0.7555913925170898
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