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

Fortin, InesORCID: https://orcid.org/0000-0003-4517-455X 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. https://doi.org/10.1080/00949650008812038

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Item Type:	Article in Academic Journal
Keywords:	Bandwidth, non-parametric estimation, simulation, spectral density
Date Deposited:	11 Apr 2017 14:16
Last Modified:	19 Sep 2024 08:51
DOI:	10.1080/00949650008812038
ISSN:	0094-9655
URI:	https://irihs.ihs.ac.at/id/eprint/4251

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