Weak convergence and adaptive peak estimation for spectral densities (Q1206709)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak convergence and adaptive peak estimation for spectral densities |
scientific article; zbMATH DE number 150364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence and adaptive peak estimation for spectral densities |
scientific article; zbMATH DE number 150364 |
Statements
Weak convergence and adaptive peak estimation for spectral densities (English)
0 references
1 April 1993
0 references
cumulants
0 references
curve estimation
0 references
efficiency
0 references
tightness
0 references
variable bandwidth
0 references
kernel estimators
0 references
spectral density
0 references
stationary time series
0 references
direct smoothing of the periodogram
0 references
asymptotic mean squared error
0 references
two- parameter stochastic process
0 references
Gaussian limit process
0 references
global and local bandwidth choices
0 references
adaptive peak estimators
0 references
