Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence

2021 ◽  
pp. 1-17
Author(s):  
Donghoon Jeong ◽  
Jongho Im ◽  
Young Min Kim
Keyword(s):  
Spectral Density ◽  
Density Estimation ◽  
Long Range ◽  
Bandwidth Selection ◽  
Long Range Dependence ◽  
Spectral Density Estimation ◽  
Variable Bandwidth ◽  
Selection For

scholarly journals Non-Parametric Spectral Density Estimation Under Long-Range Dependence

2018 ◽  
Vol 39 (3) ◽  
pp. 380-401 ◽  
Author(s):  
Young Min Kim ◽  
Soumendra N. Lahiri ◽  
Daniel J. Nordman
Keyword(s):  
Spectral Density ◽  
Density Estimation ◽  
Long Range ◽  
Long Range Dependence ◽  
Spectral Density Estimation ◽  
Non Parametric
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