منابع مشابه
Penalized multivariate Whittle likelihood for power spectrum estimation
Nonparametric estimation procedures that can flexibly account for varying levels of smoothness among different functional parameters, such as penalized likelihoods, have been developed in a variety of settings. However, geometric constraints on power spectra have limited the development of such methods when estimating the power spectrum of a vector-valued time series. This article introduces a ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2019
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asy071