Optimal bandwidth selection in non-parametric spectral density estimation
Subtitle: review and simulation
By: Ines Fortin, Christoph Kuzmics
Series: Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien = -- Economics series / Institute for Advanced Studies, Vienna -- no. 62; Reihe Ökonomie (Vienna, Austria) -- no. 62
Publisher: Institute for Advanced Studies
Published: 1999
Place of publication: Vienna
Language: eng
Number of pages: 39
Subjects: Spectral theory (Mathematics); Estimation theory; Nonparametric statistics
Notes: "February 1999."

Includes bibliographical references (p. 39).