Estimation of marginal and spectral modes

DOI10.1080/10485250213108zbMath1007.62075OpenAlexW1998863459MaRDI QIDQ4796541

Bernard Bercu, Marc Lavielle, Fabrice Gamboa

Publication date: 26 March 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250213108

zbMATH Keywords

histogrammode estimationempirical spectrogram

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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