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

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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)

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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