Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time

DOI10.16929/AS/2022.3217.303MaRDI QIDQ2683002zbMATH OpenOpenAlexFDO

Authors Sylvestre Placide Ekra, Vincent Monsan

Publication date 1 February 2023

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/afrika-statistika/volume-17/issue-2/Choice-of-the-spectral-window-width-by-cross-validation/10.16929/as/2022.3217.303.full

zbMATH Keywords

cross validationperiodogramspectral densityspectral window

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• An asymptotically optimal window selection rule for kernel density estimates
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• Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
• Fast cross-validation via sequential testing
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• Spectral density estimation for stationary stable random fields

Cited in

(3)

• A simple generalized crossvalidation method of span selection for periodogram smoothing
• Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
• scientific article; zbMATH DE number 4080695 (Why is no real title available?)

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