๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

III. A mechanical appliance for the smoothing of time series

โœ Scribed by Schumann, T.E.W.


Book ID
118184432
Publisher
Informa UK (Taylor & Francis)
Year
1940
Weight
904 KB
Volume
30
Category
Article
ISSN
1941-5982

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Using M-type smoothing splines to estima
โœ Eva Ferreira ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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