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Automatic local smoothing for spectral density estimation
Jianqing Fan
, Eva Kreutzberger
Research output
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Contribution to journal
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Article
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peer-review
42
Scopus citations
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Dive into the research topics of 'Automatic local smoothing for spectral density estimation'. Together they form a unique fingerprint.
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Mathematics
Whittle Likelihood
100%
Spectral Density Estimation
95%
Local Smoothing
85%
Spectral Density
45%
Bandwidth
41%
Estimator
36%
Boundary Effect
27%
Local Polynomial
25%
Periodogram
25%
Selector
25%
Density Estimator
24%
Asymptotic Theory
21%
Adjustment
20%
Least Squares
18%
Likelihood
17%
Simulation
12%
Numerical Examples
12%
Business & Economics
Spectral Density
92%
Density Estimation
88%
Smoothing
65%
Estimator
48%
Bandwidth
34%
Boundary Effect
25%
Local Polynomial
23%
Asymptotic Theory
20%
Least Squares
16%
Sampling
15%
Peers
13%
Simulation
10%