A simple generalised crossvalidation method of span selection for periodogram smoothing

Ombao, Hernando;Raz, J.;Strawderman, R.;von Sachs, Rainer
(1999) , 16 pages

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  • Ombao, Hernando
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  • Raz, J.
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  • Strawderman, R.
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  • von Sachs, RainerUCLouvain
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Ombao, H., Raz, J., Strawderman, R., & von Sachs, R. (1999). A simple generalised crossvalidation method of span selection for periodogram smoothing (STAT Discussion Paper 9917). https://hdl.handle.net/2078.5/88690