Algorithm for adaptively smoothing the log-periodogram

DOI10.1016/S0016-0032(03)00014-0zbMath1019.93055OpenAlexW2085649108MaRDI QIDQ1398315

Radu Neagu, I. G. Zurbenko

Publication date: 29 July 2003

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0016-0032(03)00014-0

zbMATH Keywords

normal distributioncross-entropyadaptive smoothingaverage of log-transformed periodogram

Mathematics Subject Classification ID

Data smoothing in stochastic control theory (93E14) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
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