Automatic estimation of spatial spectra via smoothing splines
From MaRDI portal
Publication:2135879
DOI10.1007/s00180-021-01141-zzbMath1505.62442OpenAlexW3194864791MaRDI QIDQ2135879
Publication date: 10 May 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-021-01141-z
discrete Fourier transformsmoothing splineGibbs samplerperiodogramHamiltonian Monte Carlospatial spectral density
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and spectral analysis (62M15)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quantile spectral processes: asymptotic analysis and inference
- Nonparametric Bayesian inference for the spectral density based on irregularly spaced data
- Nonparametric spectrum estimation for spatial data
- Asymptotic properties of discrete Fourier transforms for spatial data
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
- Mixing: Properties and examples
- Adaptive spectral estimation for nonstationary multivariate time series
- Autoregressive spatial spectral estimates
- Bayesian copula spectral analysis for stationary time series
- Testing for directional symmetry in spatial dependence using the periodogram
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
- Some matrix-variate distribution theory: Notational considerations and a Bayesian application
- Automatic Statistical Analysis of Bivariate Nonstationary Time Series
- Quantile Spectral Analysis for Locally Stationary Time Series
- Bayesian Estimation of the Spectral Density of a Time Series
- AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
- Statistics for Spatial Data
- Local Spectral Analysis via a Bayesian Mixture of Smoothing Splines
- Nonparametric Bayesian inference for the spectral density function of a random field
- Approximate Likelihood for Large Irregularly Spaced Spatial Data
- Penalized multivariate Whittle likelihood for power spectrum estimation
- Automatic estimation of multivariate spectra via smoothing splines
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- Time Series
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
