Automatic local smoothing for spectral density estimation

Scandinavian Journal of Statistics

Volumn 25, Issue 2, 1998, Pages 359-369

  Fan, Jianqing ^a   Kreutzberger, Eva ^b  

^a University of North Carolina at Chapel Hill   (United States)

^b NONE

Author keywords

Bandwidth selection; Local polynomial fit; Periodogram; Spectral density estimation; Whittle likelihood

Indexed keywords

EID: 0041021846     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00109     Document Type: Article

References (26)

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