A simple generalised crossvalidation method of span selection for periodogram smoothing

Biometrika

Volumn 88, Issue 4, 2001, Pages 1186-1192

  Ombao, Hernando C ^a   Raz, Jonathan A ^b   Strawderman, Robert L ^b   Von Sachs, Rainer ^c  

^a UNIVERSITY OF PITTSBURGH   (United States)

^b Cornell University ^*  (United States)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Bandwidth selection; Deviance; Generalised additive model; Generalised crossvalidation; Smoothed periodograms; Spectrum estimation; Stationary time series

Indexed keywords

EID: 2142838600     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/88.4.1186     Document Type: Article

References (9)

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