Optimal estimation of time series functions

DOI10.1109/TASSP.1980.1163477zbMath0522.62075MaRDI QIDQ3672939

Edward J. Wegman

Publication date: 1980

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

phase; smoothing splines; spectrum; transfer functions; gain; kernel smoothers; estimation of spectral density matrices; estimation of time series functions

Mathematics Subject Classification ID

65D07: Numerical computation using splines

65D10: Numerical smoothing, curve fitting

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

62M15: Inference from stochastic processes and spectral analysis

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