• Article  

      Nonlinear spectral density estimation: Thresholding the correlogram 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2012)
      Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...
    • Article  

      Nonlinear spectral density estimation: Thresholding the correlogramAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2012)
      Traditional kernel spectral density estimators are linear as a function of the sample autocovariance sequence. The purpose of this article is to propose and analyse two new spectral estimation methods that are based on the ...