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 analysis; between-curve correlation; functional mixed effects model; nonparametric confidence sets; replicated time series; wavelet thresholding

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62G15: Nonparametric tolerance and confidence regions

62M15: Inference from stochastic processes and spectral analysis

Uses Software

• wavethresh
• curvclust