Optimal window width choice in spectral density estimation: Review and simulation

Fortin, Ines and Kuzmics, Christoph (2000) Optimal window width choice in spectral density estimation: Review and simulation. Journal of Statistical Computation and Simulation, 67 (2). pp. 109-131.

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Item Type: Article in Academic Journal
Keywords: Bandwidth, non-parametric estimation, simulation, spectral density
Status: Published
Date Deposited: 11 Apr 2017 14:16
Last Modified: 11 Apr 2017 14:16
URI: http://irihs.ihs.ac.at/id/eprint/4251

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