On estimating integrated squared spectral density derivatives (Q1907654)
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scientific article; zbMATH DE number 844184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating integrated squared spectral density derivatives |
scientific article; zbMATH DE number 844184 |
Statements
On estimating integrated squared spectral density derivatives (English)
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13 February 1996
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integrated squared spectral density derivatives
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automatic smoothing parameter selection
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kernel spectral density estimators
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sample autocorrelations
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autocovariances
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stationary time series
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rate of convergence
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simulation
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0.9883441
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0.9359394
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0.92066157
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