Some asymptotic properties of a kernel spectrum estimate with different multitapers

MaRDI QIDQ5263145zbMATHFDO

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

Publication date 10 July 2015

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

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)

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Cited in

(1)

• The effective bandwidth of a multitaper spectral estimator

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