BARDET, JEAN-MARC; BERTRAND, PIERRE R. - In: Scandinavian Journal of Statistics 37 (2010) 3, pp. 458-476
In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a non-parametric estimator of the spectral density of a Gaussian process with stationary...