Kernel smoothing of periodograms under Kullback-Leibler discrepancy

DOI10.1016/J.SIGPRO.2004.04.007zbMATH Open1151.94367OpenAlexW2166438431MaRDI QIDQ951606FDOQ951606

Authors Thomas C. M. Lee, Jan Hannig 

Publication date 27 October 2008

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2004.04.007

zbMATH Keywords

bandwidth selectionrelative entropyspectral density estimationKullback-Leibler discrepancyperiodogram and log-periodogram smoothing

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Estimation and detection in stochastic control theory (93E10)

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Cited In (5)

• Nonparametric spectral analysis with applications to seizure characterization using EEG time series
• Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
• A stabilized bandwidth selection method for kernel smoothing of the periodogram.
• On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk
• ComputerK-index estimation by a new linear-phase, robust, non-linear smoothing method

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