Automatic estimation of multivariate spectra via smoothing splines

DOI10.1093/BIOMET/ASM022MaRDI QIDQ5449355zbMATH OpenOpenAlexFDO

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

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)

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(24)

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• AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
• Automatic estimation of spatial spectra via smoothing splines
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
• LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION
• Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series
• A Bayesian regression model for multivariate functional data
• Multivariate time-dependent spectral analysis using Cholesky decomposition
• Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
• Bayesian mixture modeling for spectral density estimation
• Automatic estimation of the cross-spectrum of a bivariate time series
• Spectral decompositions of multiple time series: a Bayesian non-parametric approach
• 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
• Local spectral analysis via a Bayesian mixture of smoothing splines
• Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series
• Estimation of a nonparametric regression spectrum for multivariate time series
• Bayesian Spectral Modeling for Multiple Time Series
• Spatial interpolation of high-frequency monitoring data

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