Kernel density estimation (KDE) and nonparametric methods form a cornerstone of contemporary statistical analysis. Unlike parametric approaches that assume a specific functional form for the ...
Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...
In this article we introduce a nonparametric estimator of the spectral density by smoothing the periodogram using beta kernel density. The estimator is proved to be ...