Optimal window width choice in spectral density estimation

Journal of Statistical Computation and Simulation

Volumn 67, Issue 2, 2000, Pages 109-131

  Fortin, Ines ^a   Kuzmics, Christoph ^a  

^a INSTITUTE FOR ADVANCED STUDIES   (Austria)

Author keywords

Bandwidth; Non parametric estimation; Simulation; Spectral density

Indexed keywords

EID: 0034349437     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650008812038     Document Type: Review

References (12)

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