Automatic estimation of multivariate spectra via smoothing splines

DOI10.1093/BIOMET/ASM022zbMATH Open1132.62079OpenAlexW2123934324MaRDI QIDQ5449355FDOQ5449355

Authors: Ori Rosen, David S. Stoffer 

Publication date: 11 March 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/68e0800794e1729edaf8ac40338a5224c22ec5df

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zbMATH Keywords

DNA sequencesspectral analysiscoherencysmoothing splinespectral envelopeDNA nucleotide sequenceEl Nino cyclemultivariate spectral density

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Inference from stochastic processes and spectral analysis (62M15)

Cited In (24)

• AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
• Fast Bayesian inference on spectral analysis of multivariate stationary time series
• \(C^4\) interpolation and smoothing exponential splines based on a sixth order differential operator with two parameters
• Estimation of a nonparametric regression spectrum for multivariate time series
• Coherence-based time series clustering for statistical inference and visualization of brain connectivity
• LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION
• Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series
• Automatic estimation of the cross-spectrum of a bivariate time series
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
• Spectral decompositions of multiple time series: a Bayesian non-parametric approach
• Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
• Spatial interpolation of high-frequency monitoring data
• Intrinsic wavelet regression for curves of Hermitian positive definite matrices
• Local spectral analysis via a Bayesian mixture of smoothing splines
• Automatic estimation of spatial spectra via smoothing splines
• Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series
• Bayesian Spectral Modeling for Multiple Time Series
• Functional inverted Wishart for Bayesian multivariate spatial modeling with application to regional climatology model data
• A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
• Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
• A Bayesian regression model for multivariate functional data
• Bayesian mixture modeling for spectral density estimation
• Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
• Multivariate time-dependent spectral analysis using Cholesky decomposition

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