Pages that link to "Item:Q1856453"

The following pages link to Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process (Q1856453):

Displaying 11 items.

• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
• Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
• Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
• Weak convergence and adaptive peak estimation for spectral densities (Q1206709) (← links)
• Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
• Algorithm for adaptively smoothing the log-periodogram (Q1398315) (← links)
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. (Q1766082) (← links)
• On adaptive covariance and spectrum estimation of locally stationary multivariate processes (Q2409117) (← links)
• Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models (Q2742778) (← links)
• Estimation adaptative de la densité spectrale d'un processus gaussien faiblement ou fortement dépendant (Q4489353) (← links)
• (Q4980538) (← links)