Estimation of integrated squared spectral density derivatives (Q758070)

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scientific article; zbMATH DE number 4194994
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English
Estimation of integrated squared spectral density derivatives
scientific article; zbMATH DE number 4194994

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    Estimation of integrated squared spectral density derivatives (English)
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    1991
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    integrated squared spectral density derivatives
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    Rates of convergence in mean squared error
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    data-driven bandwidth selection
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    kernel spectral density estimation
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