Sample records for 参数分析 (parametric analysis)

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Optimal Spectral Bandwidth for Long Memory

Delgado, Miguel A. [delgado]; Robinson, Peter M.

For long range dependent time series with a spectral singularity at frequency zero, a theory for optimal bandwidth choice in non-parametric analysis of the singularity was developed by Robinson (1994a). In the present paper, the optimal bandwidths are compared with those in case of a smooth spectrum...

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