Optimal estimation of time series functions
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Publication:3672939
DOI10.1109/TASSP.1980.1163477zbMath0522.62075MaRDI QIDQ3672939
Publication date: 1980
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
phasesmoothing splinesspectrumtransfer functionsgainkernel smoothersestimation of spectral density matricesestimation of time series functions
Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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