LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (Q4892825)
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scientific article; zbMATH DE number 922071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION |
scientific article; zbMATH DE number 922071 |
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LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION (English)
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19 January 1997
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bandwidth
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strong-mixing sequence
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time series
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optimal window width
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spectral estimation
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asymptotic mean square error
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lag-window estimator
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iterative plug-in scheme
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variable window width
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