Semiparametric Estimation of Spectral Density With Irregular Observations
不规则观测下谱密度的半参数估计
We propose a semiparametric method for estimating spectral densities of isotropic Gaussian processes with scattered data. The spectral density function (Fourier transform of the covariance function) is modeled as a linear combination of B-splines up to a cutoff frequency and, from this point, a truncated algebraic tail. We calculate an analytic expression for the covariance function and tackle several numerical issues that arise when calculating the likelihood. The…