RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION

DOI10.1111/J.1467-9892.1995.TB00241.XMaRDI QIDQ4855267zbMATH OpenOpenAlexFDO

Authors Charles Kooperberg, Charles J. Stone, Young K. Truong

Publication date 11 March 1996

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1995.tb00241.x

zbMATH Keywords

approximationexpected log-likelihoodlogarithm of the spectral densitymaximum likelihoodnonparametric rate of convergenceperiodogrampolynomial splinesstationary time series

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A practical guide to splines
• Automatic Smoothing of the Log Periodogram
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• On bootstrapping kernel spectral estimates
• The dimensionality reduction principle for generalized additive models
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Time series: theory and methods.

Cited in

(15)

• Convergence rates for logspline tomography
• Statistical modeling of diffusion processes with free knot splines
• Local asymptotics for polynomial spline regression
• Nonparametric M-regression with free knot splines
• Nonparametric log spectrum estimation using disconnected regression splines and genetic algorithms
• Free knot splines in concave extended linear modeling
• Penalized polygram regression
• Bayesian nonparametric spectral density estimation using B-spline priors
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Spectral density estimation with amplitude modulation and outlier detection
• scientific article; zbMATH DE number 1829138 (Why is no real title available?)
• LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION
• Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods
• Nonparametric density estimation with nonuniform B-spline bases
• An \(L_2\)-test for comparing spatial spectral densities

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