Efficient bias corrected nonparametric spectral estimation (Q4020621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient bias corrected nonparametric spectral estimation |
scientific article |
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Efficient bias corrected nonparametric spectral estimation (English)
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17 January 1993
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bias corrected nonparametric spectral estimation
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kernel smoothing
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optimal bandwidth
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weak convergence
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stationary time series
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spectral density
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linear model
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local second order behaviour of kernel spectral estimates
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second stage estimate
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small-sample simulation
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