Functional mixed effects wavelet estimation for spectra of replicated time series

DOI10.1214/16-EJS1181zbMath1395.62285arXiv1604.01191MaRDI QIDQ315394

Rainer von Sachs, Joris Chau

Publication date: 21 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.01191

zbMATH Keywords

spectral analysisbetween-curve correlationfunctional mixed effects modelnonparametric confidence setsreplicated time serieswavelet thresholding

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15)

Related Items

AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series ⋮ Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis ⋮ Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment

Uses Software

• wavethresh
• curvclust

Cites Work

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