Periodic Splines for Spectral Density Estimation: The Use of Cross Validation for Determining the Degree of Smoothing

1975 ◽  
Vol 4 (2) ◽  
pp. 125-141
G. Wahba ◽  
S. Wold
2021 ◽  
Vera Meerson ◽  
O. Khorolsky

The article discusses the application of some of the most important time windows for spectral density estimation determined by the correlogram method (from correlation function) and the periodogram method (from direct fourier transform).

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