Adaptive spectral estimation for nonstationary multivariate time series
type: Item
instance of: scholarly article
title: Adaptive spectral estimation for nonstationary multivariate time series
zbMATH Open document ID: 1466.62227
author: Shibin Zhang
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6918232
zbMATH Keywords: multivariate nonstationary time series
zbMATH Keywords: ship vibration
zbMATH Keywords: smoothing stochastic approximation Monte Carlo
zbMATH Keywords: spectral estimation
zbMATH Keywords: Whittle likelihood
describes a project that uses: R
describes a project that uses: S-PLUS
describes a project that uses: astsa
describes a project that uses: BayesSpec
MaRDI profile type: Publication
full work available at URL: j.csda.2016.05.025
OpenAlex ID: W2411834222
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DOI: 10.1016/J.CSDA.2016.05.025
description: scientific article; zbMATH DE number 6918232