Kernel smoothing of periodograms under Kullback-Leibler discrepancy

DOI10.1016/J.SIGPRO.2004.04.007MaRDI QIDQ951606zbMATH OpenOpenAlexFDO

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 selectionKullback-Leibler discrepancyperiodogram and log-periodogram smoothingrelative entropyspectral density estimation

Mathematics Subject Classification ID

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

Recommendations

• A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model
• The application of kernel smoothing to time series data
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• Kernel smoothing. Principles, methods and applications
• scientific article; zbMATH DE number 679925
• Smoothing for Discrete Kernels in Discrimination
• scientific article; zbMATH DE number 1264247
• On the choice of the smoothing parameter in kernel density estimation

Cited in

(6)

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

This page was built for publication: Kernel smoothing of periodograms under Kullback-Leibler discrepancy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951606)