Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series

DOI10.1198/jasa.2010.tm09132zbMath1392.62282OpenAlexW2057305056MaRDI QIDQ5255296

Jean-Marc Freyermuth, Hernando Ombao, Rainer von Sachs

Publication date: 15 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2078.1/28681

zbMATH Keywords

mixed effects modelspanel time serieslog-spectrum estimationrecursive dyadic partitioning

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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