A simple generalized crossvalidation method of span selection for periodogram smoothing
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Cited in
(29)- Shrinkage estimation in the frequency domain of multivariate time series
- On nonparametric and semiparametric testing for multivariate linear time series
- Optimally smoothed periodogram.
- Clustering brain signals: a robust approach using functional data ranking
- On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels
- Coherence-based time series clustering for statistical inference and visualization of brain connectivity
- Spectral analysis of high-dimensional time series
- Testing for seasonal unit roots by frequency domain regression
- Time series graphical Lasso and sparse VAR estimation
- Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time
- Discriminant analysis of time series in the presence of within-group spectral variability
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
- Miscellanea. A simple span selector for periodogram smoothing
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
- Spectral methods for small sample time series: A complete periodogram approach
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
- Inferring Brain Signals Synchronicity From a Sample of EEG Readings
- A stabilized bandwidth selection method for kernel smoothing of the periodogram.
- A nonparametric Bayesian model for estimating spectral densities of resting‐state EEG twin data
- The generalized shrinkage estimator for the analysis of functional connectivity of brain signals
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
- A Cepstral Model for Efficient Spectral Analysis of Covariate-Dependent Time Series
- Spectral synchronicity in brain signals
- Nonparametric collective spectral density estimation with an application to clustering the brain signals
- A robust topological framework for detecting regime changes in multi-trial experiments with application to predictive maintenance
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- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series
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