Bernstein polynomial estimation of a spectral density

DOI10.1111/j.1467-9892.2005.00465.xzbMath1115.62096OpenAlexW2160087972MaRDI QIDQ3440758

Yoshihide Kakizawa

Publication date: 29 May 2007

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00465.x

zbMATH Keywords

asymptotic normalityasymptotic biasasymptotic variancekernel spectral density estimationDaniell kernel

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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