Local Cross-validation for Spectrum Bandwidth Choice

DOI10.1111/1467-9892.00188zbMath0958.62036OpenAlexW2138242334MaRDI QIDQ2703262

Carlos Velasco

Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/4347

zbMATH Keywords

nonparametric spectral estimationintegrated mean squared errorsmoothed periodogramlocal bandwidth selection

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

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