Kernel smoothing of periodograms under Kullback-Leibler discrepancy

DOI10.1016/j.sigpro.2004.04.007zbMath1151.94367OpenAlexW2166438431MaRDI QIDQ951606

Thomas C. M. Lee, Jan Hannig

Publication date: 27 October 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.04.007

zbMATH Keywords

relative entropyspectral density estimationbandwidth selectionKullback-Leibler discrepancyperiodogram and log-periodogram smoothing

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

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