DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434)
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scientific article; zbMATH DE number 2102317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY |
scientific article; zbMATH DE number 2102317 |
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DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (English)
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22 September 2004
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business cycle measurement
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model identification
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periodogram smoothing
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autocovariance smoothing
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autoregressive sieve
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bandwidth selection
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