Automatic Smoothing of the Log Periodogram
From MaRDI portal
automatic smoothing of log periodogramempirical Bayes methodlog spectral density estimatenonparametric density estimationoptimal choice of bandwidth parameterspline spectral density estimatestationary Gaussian time series
Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Numerical smoothing, curve fitting (65D10) Estimation and detection in stochastic control theory (93E10)
Cited in
(39)- Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes
- Parameter estimation of an autoregressive moving average model
- Estimation of spectral density of a stationary time series via an asymptotic of the periodogram
- Minimax optimal procedures for testing the structure of multidimensional functions
- Fourier frequency adaptive regularization for smoothing data
- Clustering brain signals: a robust approach using functional data ranking
- Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels
- Bayesian nonparametric spectral density estimation using B-spline priors
- Bayesian mixture modeling for spectral density estimation
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- A wavelet-based spectral procedure for steady-state simulation analysis
- Spectral density estimation with amplitude modulation and outlier detection
- Penalized Whittle likelihood for spatial data
- Functional mixed effects wavelet estimation for spectra of replicated time series
- The kepstrum method for spectral analysis†
- SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
- Semiparametric Regression for Periodic Longitudinal Hormone Data from Multiple Menstrual Cycles
- A Bayesian Curve Fitting Approach to Power Spectrum Estimation
- LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION
- RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION
- Intrinsic wavelet regression for curves of Hermitian positive definite matrices
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- Wavelet-based tests for comparing two time series with unequal lengths
- Bayesian Spectral Modeling for Multiple Time Series
- Adaptive smoothing methods for frequency-function estimation
- Local spectral analysis using wavelet packets
- A nonparametric Bayesian model for estimating spectral densities of resting‐state EEG twin data
- Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis
- Estimating the Spectral Density at Frequencies Near Zero
- Efficient non parametric spectral density estimation with censored observations
- Nonparametric spectral analysis of heart rate variability through penalized sum of squares
- Nonparametric collective spectral density estimation with an application to clustering the brain signals
- Modeling nonstationary time series using locally stationary basis processes
- Online Spectral Density Estimation
- A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network
- Bayesian multiscale feature detection of log-spectral densities
- Smoothing spline ANOPOW
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series
This page was built for publication: Automatic Smoothing of the Log Periodogram
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3885022)
