Optimal window width choice in spectral density estimation

DOI10.1080/00949650008812038MaRDI QIDQ4514543zbMATH OpenOpenAlexFDO

Authors Ines Fortin, Christoph Kuzmics

Publication date 2000

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650008812038

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• An asymptotically efficient solution to the bandwidth problem of kernel density estimation
• CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
• On bootstrapping kernel spectral estimates
• Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing
• Time series: theory and methods.

Cited in

(2)

• Testing nonparametric and semiparametric hypotheses in vector stationary processes
• A frequency-domain based test for non-correlation between stationary time series

This page was built for publication: Optimal window width choice in spectral density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4514543)