Spectral density estimation through a regularized inverse problem

DOI10.5705/SS.2009.186MaRDI QIDQ3094078zbMATH OpenOpenAlexWikidataFDO

Authors Chunfeng Huang, Tailen Hsing, Noel Cressie

Publication date 21 October 2011

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.2009.186

zbMATH Keywords

non-gridded dataperiodogramSobolev spacestationary processtime series

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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