Bernstein polynomial estimation of a spectral density
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Publication:3440758
DOI10.1111/j.1467-9892.2005.00465.xzbMath1115.62096OpenAlexW2160087972MaRDI QIDQ3440758
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
asymptotic normalityasymptotic biasasymptotic variancekernel spectral density estimationDaniell kernel
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
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