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Variable Bandwidth Kernel Estimators of the Spectral Density - MaRDI portal

Variable Bandwidth Kernel Estimators of the Spectral Density (Q4939808)

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scientific article; zbMATH DE number 1408760
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Variable Bandwidth Kernel Estimators of the Spectral Density
scientific article; zbMATH DE number 1408760

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    Variable Bandwidth Kernel Estimators of the Spectral Density (English)
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    1 March 2000
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    spectral density estimation
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    adaptive estimator
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    bandwidth selection
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    mean squared error asymptotics
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    locally optimal bandwidth
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