Estimation of integrated squared spectral density derivatives (Q758070)
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scientific article; zbMATH DE number 4194994
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| English | Estimation of integrated squared spectral density derivatives |
scientific article; zbMATH DE number 4194994 |
Statements
Estimation of integrated squared spectral density derivatives (English)
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1991
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integrated squared spectral density derivatives
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Rates of convergence in mean squared error
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data-driven bandwidth selection
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kernel spectral density estimation
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0.9883441
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0.9497294
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0.9093463
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0.8982758
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