CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (Q3476167)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC |
scientific article |
Statements
CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (English)
0 references
1990
0 references
generalized version of the cross-validated log likelihood criterion
0 references
spectrum estimator
0 references
CVLL
0 references
expected Kullback-Leibler information
0 references
Akaike information criterion
0 references
AIC
0 references
Monte Carlo results
0 references
smoothed periodogram estimators
0 references
0 references
0 references
