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Smoothing Spline ANOVA for Time-Dependent Spectral Analysis - MaRDI portal

Smoothing Spline ANOVA for Time-Dependent Spectral Analysis (Q4468474)

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scientific article; zbMATH DE number 2073175
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Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
scientific article; zbMATH DE number 2073175

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    Smoothing Spline ANOVA for Time-Dependent Spectral Analysis (English)
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    10 June 2004
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    locally stationary process
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    smooth localized complex exponential basis
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    smoothing spline
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    spectral estimation
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    tensor product
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    time series
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