Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence

DOI10.1080/00949655.2021.1988947OpenAlexW3205047690MaRDI QIDQ3390616

Young Min Kim, Jongho Im, Donghoon Jeong

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

zbMATH Keywords

long-range dependencespectral density functionvariable bandwidthkernel-based density estimatorcosine-based bandwidth selection

Mathematics Subject Classification ID

Density estimation (62G07) Statistics (62-XX)

Related Items (1)

Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions

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