Smoothing spline ANOPOW

DOI10.1016/j.jspi.2010.04.043zbMath1404.62092MaRDI QIDQ993825

David S. Stoffer, Sangdae Han, Li Qin, Wensheng Guo

Publication date: 20 September 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.043

zbMATH Keywords

time series; spectral density; reproducing kernel Hilbert space; generalized linear model; penalized least squares; analysis of power; bootstrap simultaneous confidence intervals

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J07: Ridge regression; shrinkage estimators (Lasso)

62M15: Inference from stochastic processes and spectral analysis

Related Items

Biological applications of time series frequency domain clustering, Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series, Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis, Canonical correlation analysis between time series and static outcomes, with application to the spectral analysis of heart rate variability

Uses Software

• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Gait analysis and the bootstrap
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Analysis of variance
• Mathematical Considerations in the Estimation of Spectra
• An Approach to Time Series Analysis
• Automatic Smoothing of the Log Periodogram
• Spectral Analysis of Replicated Biomedical Time Series
• Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
• On Detecting a Signal in N Stationarily Correlated Noise Series
• An exponential model for the spectrum of a scalar time series
• On Estimation of a Probability Density Function and Mode
• Theory of Reproducing Kernels