Spectral Estimation Using Multitaper Whittle Methods With a Lasso Penalty
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DOI: 10.1109/tsp.2019.2932879
Abstract: Spectral estimation provides key insights into the frequency domain characteristics of a time series. Naive nonparametric estimates of the spectral density, such as the periodogram, are inconsistent, and the more advanced lag window or multitaper… read more here.
Keywords: spectral estimation; multitaper whittle; estimation using; using multitaper ... See more keywords