Spectral density estimation through a regularized inverse problem
نویسندگان
چکیده
منابع مشابه
Spectral density estimation through a regularized inverse problem
In the study of stationary stochastic processes on the real line, the covariance function and the spectral density function are parameters of considerable interest. They are equivalent ways of expressing the temporal dependence in the process. In this article, we consider the spectral density function and propose a new estimator that is not based on the periodogram; the estimator is derived thr...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2011
ISSN: 1017-0405
DOI: 10.5705/ss.2009.186