Penalized multivariate Whittle likelihood for power spectrum estimation
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Cited by:
- von Sachs, Rainer, 2019. "Spectral Analysis of Multivariate Time Series," LIDAM Discussion Papers ISBA 2019008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Chau, Van Vinh & von Sachs, Rainer, 2017. "Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach," LIDAM Discussion Papers ISBA 2017002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hu, Zhixiong & Prado, Raquel, 2023. "Fast Bayesian inference on spectral analysis of multivariate stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
- Robert T. Krafty & Ori Rosen & David S. Stoffer & Daniel J. Buysse & Martica H. Hall, 2017. "Conditional Spectral Analysis of Replicated Multiple Time Series With Application to Nocturnal Physiology," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1405-1416, October.
- Granados-Garcia, Guilllermo & Fiecas, Mark & Babak, Shahbaba & Fortin, Norbert J. & Ombao, Hernando, 2022. "Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
- Fiecas, Mark & von Sachs, Rainer, 2013. "Data-driven Shrinkage of the Spectral Density Matrix of a High-dimensional Time Series," LIDAM Discussion Papers ISBA 2013044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Shibin Zhang, 2022. "Automatic estimation of spatial spectra via smoothing splines," Computational Statistics, Springer, vol. 37(2), pages 565-590, April.
- Robert T. Krafty & Haoyi Fu & Jessica L. Graves & Scott A. Bruce & Martica H. Hall & Stephen F. Smagula, 2019. "Measuring Variability in Rest-Activity Rhythms from Actigraphy with Application to Characterizing Symptoms of Depression," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 11(2), pages 314-333, July.
- Zhang, Shibin, 2019. "Bayesian copula spectral analysis for stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 166-179.
- Zhang, Shibin, 2016. "Adaptive spectral estimation for nonstationary multivariate time series," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 330-349.
- Robert T. Krafty, 2016. "Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 435-450, July.
- Evangelos E. Ioannidis, 2022. "A new non‐parametric cross‐spectrum estimator," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 808-827, September.
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