Aggregation of spectral density estimators

DOI10.1016/J.SPL.2014.07.017zbMath1333.62220OpenAlexW2013511319MaRDI QIDQ467026

Christopher C. Chang, Dimitris N. Politis

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.017

zbMATH Keywords

estimationspectral analysistime series analysis

Mathematics Subject Classification ID

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

Cites Work

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• Linear and convex aggregation of density estimators
• Subsampling
• Mixing strategies for density estimation.
• Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls
• Remarks on Some Nonparametric Estimates of a Density Function
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• Adaptive bandwidth choice
• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
• On Estimation of a Probability Density Function and Mode

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