Automatic Smoothing of the Log Periodogram (Q3885022)

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Automatic Smoothing of the Log Periodogram
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    Statements

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