Kernel smoothing of periodograms under Kullback-Leibler discrepancy (Q951606)
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scientific article; zbMATH DE number 5357045
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| English | Kernel smoothing of periodograms under Kullback-Leibler discrepancy |
scientific article; zbMATH DE number 5357045 |
Statements
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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0.89736223
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0.88549304
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0.88447744
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0.8813741
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0.8731319
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