Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
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Publication:3704777
DOI10.2307/2288557zbMath0582.62082OpenAlexW4249944027MaRDI QIDQ3704777
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2288557
cross-validationautoregressive order selectionkernel spectrum estimationautoregressive spectrum estimationbandwidth determinationBlackman-Tukey estimatesgeneralized leave-out-one spectrum estimatesparameter selection methodsWahba's CVMSE
Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)
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