An invariance property of optimal spectral bandwidths

DOI10.1016/0167-7152(94)00193-CMaRDI QIDQ1903183zbMATH OpenFDO

Authors Peter M. Robinson

Publication date 21 April 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00193-C

zbMATH Keywords

invariance propertyoptimal global bandwidthoptimal spectral bandwidthspectrum estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• An exponential model for the spectrum of a scalar time series
• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Periodic splines and spectral estimation

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