On estimating integrated squared spectral density derivatives

DOI10.1016/0378-3758(94)00154-NzbMath0838.62086OpenAlexW1987683020MaRDI QIDQ1907654

Yanyan Li

Publication date: 13 February 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00154-n

zbMATH Keywords

rate of convergencesimulationstationary time seriessample autocorrelationsautocovariancesintegrated squared spectral density derivativesautomatic smoothing parameter selectionkernel spectral density estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

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• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Estimation of integrated squared spectral density derivatives
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation
• The asymptotic distribution of serial covariances
• On the use of pilot estimators in bandwidth selection
• On Limit Theorems for Quadratic Functions of Discrete Time Series