Automatic Smoothing of the Log Periodogram (Q3885022)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Automatic Smoothing of the Log Periodogram
scientific article

    Statements

    0 references
    0 references
    1980
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    automatic smoothing of log periodogram
    0 references
    log spectral density estimate
    0 references
    optimal choice of bandwidth parameter
    0 references
    spline spectral density estimate
    0 references
    stationary Gaussian time series
    0 references
    empirical Bayes method
    0 references
    nonparametric density estimation
    0 references
    0 references
    Automatic Smoothing of the Log Periodogram (English)
    0 references