Some asymptotic properties of a kernel spectrum estimate with different multitapers

zbMATH Open1324.62055MaRDI QIDQ5263145FDOQ5263145

Hassan S. Bakouch, A. A. M. Teamah

Publication date: 10 July 2015

Full work available at URL: http://mathnet.ru/eng/vmj88

Recommendations

• Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes.
• Prolate spheroidal spectral estimates
• On a spectral density estimate obtained by averaging periodograms
• scientific article; zbMATH DE number 2104195
• scientific article; zbMATH DE number 3984407

zbMATH Keywords

kernelbandwidthstationary time seriesmultitaperingspectrum estimatenon-overlapped segmentsoverlapped segments

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited In (1)

• The effective bandwidth of a multitaper spectral estimator

This page was built for publication: Some asymptotic properties of a kernel spectrum estimate with different multitapers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263145)