Optimal window width choice in spectral density estimation

DOI10.1080/00949650008812038zbMath1064.62566OpenAlexW1552369548MaRDI QIDQ4514543

Christoph Kuzmics, Ines Fortin

Publication date: 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812038

Mathematics Subject Classification ID

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Cites Work

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• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing
• Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION

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