Using M-type smoothing splines to estimate the spectral density of a stationary time series
DOI10.1016/S0167-7152(98)00011-XzbMATH Open1246.62192OpenAlexW2032575127MaRDI QIDQ449934FDOQ449934
Authors: Eva Ferreira 
Publication date: 2 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00011-x
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Cites Work
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- Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
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- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
- Asymptotics for M-type smoothing splines
- Spline smoothing and optimal rates of convergence in nonparametric regression models
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- A sieve method for the spectral density
- CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC
- Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing
- Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
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