LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION (Q4855266)
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scientific article; zbMATH DE number 814586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION |
scientific article; zbMATH DE number 814586 |
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LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION (English)
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9 November 1995
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model selection
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cubic splines
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indicator functions
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spectral density
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line spectrum
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stationary time series
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automatic procedure
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maximum likelihood
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Bayes information criterion
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