Penalized multivariate Whittle likelihood for power spectrum estimation (Q5411046)
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scientific article; zbMATH DE number 6286948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized multivariate Whittle likelihood for power spectrum estimation |
scientific article; zbMATH DE number 6286948 |
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Penalized multivariate Whittle likelihood for power spectrum estimation (English)
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22 April 2014
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multivariate time series
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penalized likelihood
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reproducing kernel Hilbert space
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smoothing splines
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spectral analysis
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