𝔖 Bobbio Scriptorium
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On the Spectral Decomposition of Stationary Time Series Using Walsh Functions. II

✍ Scribed by R. Kohn


Book ID
125064621
Publisher
Applied Probability Trust
Year
1980
Tongue
English
Weight
741 KB
Volume
12
Category
Article
ISSN
0001-8678

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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