Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
Author:
Affiliation:
1. Department of Statistics and Data Science, Yonsei University, Seoul, South Korea
2. Department of Statistics, Kyungppook National University, Daegu, South Korea
Funder
the Korea Institute of Energy Technology Evaluation and Planning
National Research Foundation of Korea
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00949655.2021.1988947
Reference36 articles.
1. Remarks on Some Nonparametric Estimates of a Density Function
2. ON CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY OF A STATIONARY TIME SERIES
3. On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series
4. On Consistent Estimates of the Spectrum of a Stationary Time Series
5. Kernel density estimation for linear processes
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1. Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions;Journal of Statistical Computation and Simulation;2023-02-13
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