Estimation of integrated squared spectral density derivatives

DOI10.1016/0167-7152(91)90165-NzbMath0724.62092OpenAlexW2026630827MaRDI QIDQ758070

Byeong U. Park, Sinsup Cho

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90165-n

zbMATH Keywords

data-driven bandwidth selectionintegrated squared spectral density derivativeskernel spectral density estimationRates of convergence in mean squared error

Mathematics Subject Classification ID

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

Related Items

On estimating integrated squared spectral density derivatives ⋮ Exact and asymptotically optimal bandwidths for kernel estimation of density functionals ⋮ LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION

Cites Work

• Unnamed Item
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation
• On optimal data-based bandwidth selection in kernel density estimation
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE