Variable Bandwidth Kernel Estimators of the Spectral Density

DOI10.1111/1467-9892.00137zbMath0933.62093OpenAlexW2071217265MaRDI QIDQ4939808

Eva Ferreira, Juan M. Rodríguez-Póo

Publication date: 1 March 2000

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00137

zbMATH Keywords

adaptive estimatorspectral density estimationbandwidth selectionlocally optimal bandwidthmean squared error asymptotics

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)

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