A stabilized bandwidth selection method for kernel smoothing of the periodogram.
From MaRDI portal
Publication:5940849
DOI10.1016/S0165-1684(00)00218-8zbMath1080.62514OpenAlexW2148717431MaRDI QIDQ5940849
Publication date: 20 August 2001
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1684(00)00218-8
Bandwidth selectionLog-periodogram and periodogram smoothingPlug inSpectral density estimationUnbiased risk estimation
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (6)
A frequency-domain based test for non-correlation between stationary time series ⋮ The generalized shrinkage estimator for the analysis of functional connectivity of brain signals ⋮ Testing nonparametric and semiparametric hypotheses in vector stationary processes ⋮ Detecting abrupt changes in a piecewise locally stationary time series ⋮ On the theory of continuous time series ⋮ An effective method for selecting the number of components in density mixtures
Uses Software
This page was built for publication: A stabilized bandwidth selection method for kernel smoothing of the periodogram.