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Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary gaussian time series

✍ Scribed by R. Rudzkis


Publisher
Springer
Year
1978
Tongue
English
Weight
200 KB
Volume
17
Category
Article
ISSN
0363-1672

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Using M-type smoothing splines to estima
✍ Eva Ferreira πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 507 KB

An important problem in time series is the estimation of the spectral density or spectrum of a stationary process. In this paper we propose to use an M-type smoothing spline to estimate the spectrum. We derive some general results for these type of estimators which allow us to choose the optimal M-t