We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral estimates, and of studentized versions of linear statistics such as the sample mean, where the ...

The penalized likelihood approach is not well developed in time series analysis, even though it has been applied successfully in a number of nonparametric function estimation problems. Chow and ...

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...

Citations: Fortin, Ines, Christoph Kuzmics. 2000. Optimal Window-Width Choice in Spectral Density Estimation: Review and Simulation. Journal of Statistical Computation and Simulation. (2)109-131.