DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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Publication:3747573
DOI10.1111/j.1467-9892.1987.tb00418.xzbMath0608.62118OpenAlexW2069918696MaRDI QIDQ3747573
Kaizô Iwakami Beltrão, Peter Bloomfield
Publication date: 1987
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00418.x
bandwidthtime series analysismean integrated squared errorMISEsmall sample simulation studyMarron's cross- validation likelihood functionsmoothness scaling constantspectral density function estimationWhittle's cross-validation log likelihood
Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
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