Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
DOI10.1080/00949655.2021.1988947OpenAlexW3205047690MaRDI QIDQ3390616FDOQ3390616
Authors: Donghoon Jeong, Jongho Im, Young-Min Kim
Publication date: 24 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.1988947
long-range dependencespectral density functionvariable bandwidthkernel-based density estimatorcosine-based bandwidth selection
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