On lag windows connected with Jacobi polynomials

DOI10.1016/S0377-0427(01)00582-9MaRDI QIDQ1612404zbMATH OpenFDO

Authors Rupert Lasser

Publication date 22 August 2002

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(01)00582-9

zbMATH Keywords

Bartlett windowsspectral estimationweakly stationary stochastic sequence

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• scientific article; zbMATH DE number 4007520
• scientific article; zbMATH DE number 3984407
• The bias of lag window estimators of the fractional difference parameter.

Cites work

• Fourier Summation with Kernels Defined by Jacobi Polynomials
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3345756 (Why is no real title available?)
• Linearization of the Product of Jacobi Polynomials. I
• Positive Sums of the Classical Orthogonal Polynomials

Cited in

(1)

• Best lag window for spectrum estimation of law order MA process

This page was built for publication: On lag windows connected with Jacobi polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1612404)