Miscellanea. A simple span selector for periodogram smoothing

DOI10.1093/biomet/84.4.965zbMath0892.62072OpenAlexW1884471930MaRDI QIDQ4376607

Thomas C. M. Lee

Publication date: 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/84.4.965

zbMATH Keywords

spectral density estimationbandwidth selectionunbiased risk estimationspan selection

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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