3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.ST2009★ 3 cited
Adaptive estimation of spectral densities via wavelet thresholding and information projection
Jérémie Bigot, Rolando Biscay Lirio, Jean-Michel Loubes +1
In this paper, we study the problem of adaptive estimation of the spectral density of a stationary Gaussian process. For this purpose, we consider a wavelet-based method which comb…
math.ST2009
Nonparametric estimation of covariance functions by model selection
Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes +1
We propose a model selection approach for covariance estimation of a multi-dimensional stochastic process. Under very general assumptions, observing i.i.d replications of the proce…