Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing
- 1 January 1975
- journal article
- research article
- Published by Informa UK Limited in Communications in Statistics
- Vol. 4 (2), 125-141
- https://doi.org/10.1080/03610927508827233
Abstract
The cross validation mean square error technique is shown to be appropriate for choosing the smoothing or “bandwidth” parameter, in estimating the log spectral density with periodic splines.Keywords
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