• Corpus ID: 238744313

Spectral-norm risk rates for multi-taper estimation of Gaussian processes

  title={Spectral-norm risk rates for multi-taper estimation of Gaussian processes},
  author={J. Romero and Michael Speckbacher},
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 multidimensional grids and conclude that multi-taper estimators… 


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