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A stabilized bandwidth selection method for kernel smoothing of the periodogram. - MaRDI portal

A stabilized bandwidth selection method for kernel smoothing of the periodogram. (Q5940849)

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scientific article; zbMATH DE number 1634995
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A stabilized bandwidth selection method for kernel smoothing of the periodogram.
scientific article; zbMATH DE number 1634995

    Statements

    A stabilized bandwidth selection method for kernel smoothing of the periodogram. (English)
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    20 August 2001
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    Bandwidth selection
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    Log-periodogram and periodogram smoothing
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    Plug in
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    Spectral density estimation
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    Unbiased risk estimation
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