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Use of smoothing splines to estimate rates of development

✍ Scribed by K. Takezawa; Y. Tamura


Book ID
119133120
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
720 KB
Volume
57
Category
Article
ISSN
0168-1923

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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