Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods (Q3704777)
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scientific article; zbMATH DE number 3932252
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| English | Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods |
scientific article; zbMATH DE number 3932252 |
Statements
1985
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cross-validation
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autoregressive order selection
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bandwidth determination
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autoregressive spectrum estimation
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kernel spectrum estimation
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generalized leave-out-one spectrum estimates
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parameter selection methods
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Blackman-Tukey estimates
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Wahba's CVMSE
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Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods (English)
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0.8178940415382385
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0.7849417924880981
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0.7651240825653076
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0.7540724277496338
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0.7476838231086731
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