Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations

DOI10.1016/j.spl.2014.06.013zbMath1400.62076OpenAlexW2035299755MaRDI QIDQ395952

Sam Efromovich

Publication date: 8 August 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.013

zbMATH Keywords

shapeminimaxadaptationARMAMISE

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Nonparametric model for a tensor field based on high angular resolution diffusion imaging (HARDI) ⋮ On sequential spectral analysis of amplitude-modulated time series

Cites Work

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• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
• Spectral Analysis of Randomly Sampled Signals: Suppression of Aliasing and Sampler Jitter

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