JSM Preliminary Online Program
This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.


Back to main JSM 2007 Program page

Activity Number: 193
Type: Topic Contributed
Date/Time: Monday, July 30, 2007 : 2:00 PM to 3:50 PM
Sponsor: WNAR
Abstract - #310294
Title: Spectral Density Estimation via State Space Modeling
Author(s): Li Qin*+ and Dongfeng Li
Companies: Fred Hutchinson Cancer Research Center and Fred Hutchinson Cancer Research Center
Address: 1100 Fairview AVE North LE400, Seattle, WA, 98109,
Keywords: Locally-stationary process ; Simulation smoother ; Smoothing spline ; Spectral analysis ; State space model ; Time series
Abstract:

We consider periodogram smoothing for the spectral density estimation of a stationary or non-stationary time series. Smoothing splines are used to model the periodograms which permits a connection with an equivalent state space formulation. An approximate Gaussian state space model and the associated algorithm are derived to carry out the estimation, inference and smoothing parameter selection in a unified framework. The proposed methods are demonstrated by examples with simulated and real time series.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2007 program

JSM 2007 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised September, 2007