Penalized multivariate Whittle likelihood for power spectrum estimation

DOI10.1093/biomet/ass088zbMath1284.62581OpenAlexW2166320086MaRDI QIDQ5411046

Robert T. Krafty, William O. Collinge

Publication date: 22 April 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/740c1e17a4459b60b06fbc5034007cb4a1d90036

zbMATH Keywords

smoothing splinesspectral analysisreproducing kernel Hilbert spacemultivariate time seriespenalized likelihood

Mathematics Subject Classification ID

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