Data-Adaptive Estimation of Time-Varying Spectral Densities

DOI10.1080/10618600.2018.1512866OpenAlexW2188467577MaRDI QIDQ3391227

Michael Eichler, Anne van Delft

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.00825

zbMATH Keywords

local stationary processesdata-adaptive kernel estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Locally stationary functional time series

Uses Software

• R
• AWS

Cites Work

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• On a Problem of Adaptive Estimation in Gaussian White Noise
• An Algorithm for the Machine Calculation of Complex Fourier Series
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA

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