Estimation of a nonparametric regression spectrum for multivariate time series
DOI10.1016/J.STAMET.2008.09.001zbMATH Open1220.62038OpenAlexW2039036196MaRDI QIDQ537240FDOQ537240
Publication date: 19 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-116674
Recommendations
- A nonparametric regression cross spectrum for multivariate time series
- Nonparametric frequency domain analysis of nonstationary multivariate time series
- Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
- scientific article; zbMATH DE number 912024
- A Review of Nonparametric Time Series Analysis
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Title not available (Why is that?)
- Time series: theory and methods
- Some uses if cumulants in wavelet analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- A nonparametric regression cross spectrum for multivariate time series
- Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models
- Automatic estimation of multivariate spectra via smoothing splines
Cited In (7)
- Band Spectral Regression with Trending Data
- Adaptive spectral estimation for nonstationary multivariate time series
- A nonparametric regression cross spectrum for multivariate time series
- Nonparametric frequency domain analysis of nonstationary multivariate time series
- Title not available (Why is that?)
- Penalized multivariate Whittle likelihood for power spectrum estimation
- Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
Uses Software
This page was built for publication: Estimation of a nonparametric regression spectrum for multivariate time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q537240)
