RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION

DOI10.1111/j.1467-9892.1995.tb00241.xzbMath0832.62082OpenAlexW2050589425MaRDI QIDQ4855267

Charles Kooperberg, Charles J. Stone, Young K. Truong

Publication date: 11 March 1996

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00241.x

zbMATH Keywords

approximationpolynomial splinesmaximum likelihoodperiodogramstationary time seriesexpected log-likelihoodnonparametric rate of convergencelogarithm of the spectral density

Mathematics Subject Classification ID

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

Related Items

Nonparametric density estimation with nonuniform B-spline bases, Statistical modeling of diffusion processes with free knot splines, Local asymptotics for polynomial spline regression, An \(L_2\)-test for comparing spatial spectral densities, Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder), Testing for Long Memory Using Penalized Splines and Adaptive Neyman Methods, Nonparametric M-regression with free knot splines, Bayesian nonparametric spectral density estimation using B-spline priors, Spectral density estimation with amplitude modulation and outlier detection, Penalized polygram regression, Free knot splines in concave extended linear modeling

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