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- W3207253721 abstract "We consider the estimation of the covariance of a stationary Gaussian process on a multi-dimensional grid from observations taken on a general acquisition domain. We derive spectral-norm risk rates for multi-taper estimators. When applied to one-dimensional acquisition intervals, these show that Thomson's classical multi-taper has optimal risk rates, as they match known benchmarks. We also extend existing lower risk bounds to multi-dimensional grids and conclude that multi-taper estimators associated with certain two-dimensional acquisition domains also have almost optimal risk rates." @default.
- W3207253721 created "2021-10-25" @default.
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- W3207253721 date "2022-04-03" @default.
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- W3207253721 title "Spectral-norm risk rates for multi-taper estimation of Gaussian processes" @default.
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- W3207253721 doi "https://doi.org/10.1080/10485252.2022.2071888" @default.
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