Automatic Local Smoothing for Spectral Density Estimation (Q4231310)
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scientific article; zbMATH DE number 1260781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Automatic Local Smoothing for Spectral Density Estimation |
scientific article; zbMATH DE number 1260781 |
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Automatic Local Smoothing for Spectral Density Estimation (English)
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14 March 1999
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spectral density
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periodogram
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log-periodogram
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local polynomial fitting
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Whittle likelihood estimator
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