An invariance property of optimal spectral bandwidths

DOI10.1016/0167-7152(94)00193-CzbMath0835.62035MaRDI QIDQ1903183

Peter M. Robinson

Publication date: 21 April 1996

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

zbMATH Keywords

invariance propertyoptimal global bandwidthoptimal spectral bandwidthspectrum estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Periodic splines and spectral estimation
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
• An exponential model for the spectrum of a scalar time series

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