DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (Q3747573)
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scientific article; zbMATH DE number 3984406
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| English | DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE |
scientific article; zbMATH DE number 3984406 |
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DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE (English)
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1987
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time series analysis
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smoothness scaling constant
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spectral density function estimation
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mean integrated squared error
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MISE
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Marron's cross- validation likelihood function
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bandwidth
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Whittle's cross-validation log likelihood
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small sample simulation study
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0.8687767386436462
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0.8521561622619629
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0.852011501789093
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0.8472368121147156
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0.8191298842430115
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