Estimation of integrated squared spectral density derivatives

DOI10.1016/0167-7152(91)90165-NzbMATH Open0724.62092OpenAlexW2026630827MaRDI QIDQ758070FDOQ758070

Authors: Byeong U. Park, Sinsup Cho 

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90165-n

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zbMATH Keywords

data-driven bandwidth selectionintegrated squared spectral density derivativeskernel spectral density estimationRates of convergence in mean squared error

Mathematics Subject Classification ID

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

Cites Work

• On optimal data-based bandwidth selection in kernel density estimation
• Title not available (Why is that?)
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation

Cited In (9)

• An application of Fourier transforms in nonparametric statistics
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• Aggregation of spectral density estimators
• Estimation of integrated squared density derivatives
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
• Exact and asymptotically optimal bandwidths for kernel estimation of density functionals
• Representing smoothed spectrum estimate with the Cauchy integral
• On estimating integrated squared spectral density derivatives
• Estimation of marginal and spectral modes

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