Kernel smoothing of periodograms under Kullback-Leibler discrepancy (Q951606)

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Kernel smoothing of periodograms under Kullback-Leibler discrepancy
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    Kernel smoothing of periodograms under Kullback-Leibler discrepancy (English)
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    27 October 2008
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    bandwidth selection
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    Kullback-Leibler discrepancy
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    periodogram and log-periodogram smoothing
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    relative entropy
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    spectral density estimation
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