Prolate spheroidal spectral estimates

DOI10.1016/j.spl.2008.05.022zbMath1144.62079OpenAlexW1965567537MaRDI QIDQ945468

Murray Rosenblatt, Keh-Shin Lii

Publication date: 12 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.05.022

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Spectral-norm risk rates for multi-taper estimation of Gaussian processes, Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences, Multitaper Estimation on Arbitrary Domains

Cites Work

• Spectral Analysis for Physical Applications
• Prolate Spheroidal Wave Functions, Fourier Analysis, and Uncertainty-V: The Discrete Case
• The effective bandwidth of a multitaper spectral estimator
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