A stabilized bandwidth selection method for kernel smoothing of the periodogram

Nonparametric log spectrum estimation using disconnected regression splines and genetic algorithms

Signal Processing

Smoothing parameter selection for smoothing splines: a simulation study

Computational Statistics & Data Analysis

Kernel smoothing of periodograms under Kullback-Leibler discrepancy

Signal Processing

Detecting abrupt changes in a piecewise locally stationary time series

Journal of Multivariate Analysis

Testing nonparametric and semiparametric hypotheses in vector stationary processes

Journal of Multivariate Analysis