Pages that link to "Item:Q1922026"
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The following pages link to Asymptotic properties of spectrum estimate of stationary Gaussian processes (Q1922026):
Displaying 17 items.
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335) (← links)
- On the trace approximation problem for truncated Toeplitz operators and matrices (Q736390) (← links)
- Trispectral analysis of stationary stochastic processes: Large-sample case (Q1177489) (← links)
- Asymptotic behavior of bootstrap spectral window estimation (Q1367243) (← links)
- Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes (Q1433546) (← links)
- Nonparametric estimation of the spectrum of homogeneous Gaussian fields (Q1587171) (← links)
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (Q1722054) (← links)
- Goodness-of-fit tests for continuous-time stationary processes (Q1795470) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Statistical estimation for stationary models with tapered data (Q2116627) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Non-regular estimation theory for piecewise continuous spectral densities (Q2469494) (← links)
- (Q3482740) (← links)
- Asymptotic normality of estimators of parameters of a Gaussian stationary process obtained from characteristics of crossings of different levels (Q3986996) (← links)
- (Q4239176) (← links)
- Robust estimation for continuous-time linear models with memory (Q4606860) (← links)
- Large sample properties of spectral estimators for a class of stationary nonlinear processes (Q5467589) (← links)
