Robinson, P. M.; Sanz, J. Vidal - 2003
standard convergence rate, faces two obstacles. One is the 'edge effect', which worsens with increasing d. The other is the … for avoiding the edge effect has disastrous asymptotic performance, along with finite sample numerical drawbacks, the … problems by first optimizing a standard, guaranteed non-negative, discrete-frequency, Whittle function, without edge-effect …