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• W907535281 abstract "In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance." @default.
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• W907535281 date "1995-01-01" @default.
• W907535281 modified "2023-09-23" @default.
• W907535281 title "Smoothing Parameter Selection in Nonparametric Spectral Density Estimation" @default.
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