Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood (Q4305732)
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scientific article; zbMATH DE number 639265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood |
scientific article; zbMATH DE number 639265 |
Statements
6 February 1995
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empirical rates of convergence
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adaptive smoothing
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AIC
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cross- validation
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regularization
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penalized likelihood approach
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time series
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stationary processes
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asymptotic rates of convergence
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algorithm
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iterative least squares
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log-periodogram
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asymptotic linearization
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integrated squared error
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log-spectral densities
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data-dependent procedure
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smoothing
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simulation study
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moving average processes
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smoothed periodogram
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ARMA spectral density estimators
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Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood (English)
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