Estimating the Spectral Density at Frequencies Near Zero

DOI10.1080/01621459.2022.2133719arXiv2208.02300MaRDI QIDQ6154018

Dimitris N. Politis, Tucker S. McElroy

Publication date: 19 March 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.02300

zbMATH Keywords

kernel smoothingsample meanlong-run variancelocal polynomialsfunction estimationflat-top lag-windows

Mathematics Subject Classification ID

Statistics (62-XX)

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