Estimation of spectral density for seasonal time series models

DOI10.1016/J.SPL.2003.09.012zbMath1058.62074OpenAlexW2048997469MaRDI QIDQ1771287

Dong Wan Shin

Publication date: 7 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.09.012

zbMATH Keywords

Spectral densityEfficiencyKernel

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

Related Items (1)

On consistent testing for serial correlation in seasonal time series models

Cites Work

• Higher-order approximations for frequency domain time series regression
• The wavelet detection of hidden periodicities in time series
• Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Regression for time series with errors of measurement

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