Optimal estimation of time series functions

DOI10.1109/TASSP.1980.1163477zbMATH Open0522.62075MaRDI QIDQ3672939FDOQ3672939

Edward J. Wegman

Publication date: 1980

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

zbMATH Keywords

phasespectrumgainsmoothing splinestransfer functionskernel smoothersestimation of spectral density matricesestimation of time series functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Inference from stochastic processes and spectral analysis (62M15)

Cited In (1)

• Smoothness priors transfer function estimation

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