Bernstein polynomial estimation of a spectral density

DOI10.1111/J.1467-9892.2005.00465.XMaRDI QIDQ3440758zbMATH OpenOpenAlexFDO

Authors Yoshihide Kakizawa

Publication date 29 May 2007

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2005.00465.x

zbMATH Keywords

asymptotic biasasymptotic normalityasymptotic varianceDaniell kernelkernel spectral density estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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Cited in

(15)

• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• Asymptotic properties of Bernstein estimators on the simplex
• Moderate deviations for quadratic forms in Gaussian stationary processes
• Efficient and robust density estimation using Bernstein type polynomials
• A bias-reduced approach to density estimation using Bernstein polynomials
• Chung–Smirnov property for Bernstein estimators of distribution functions
• scientific article; zbMATH DE number 4080698 (Why is no real title available?)
• scientific article; zbMATH DE number 1055645 (Why is no real title available?)
• On the boundary properties of Bernstein polynomial estimators of density and distribution functions
• scientific article; zbMATH DE number 6739221 (Why is no real title available?)
• A note on generalized Bernstein polynomial density estimators
• Posterior consistency for the spectral density of non‐Gaussian stationary time series
• A nonparametric Bayesian model for estimating spectral densities of resting‐state EEG twin data
• scientific article; zbMATH DE number 7829050 (Why is no real title available?)
• On the uniform consistency of the Bernstein density estimator

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