State-space multitaper time-frequency analysis

DOI10.1073/pnas.1702877115zbMath1416.62505OpenAlexW2777172762WikidataQ47219642 ScholiaQ47219642MaRDI QIDQ4967416

Demba Bocar Ba, Emery N. Brown, Michael K. Behr, Seongeun Kim

Publication date: 3 July 2019

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1702877115

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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