Pages that link to "Item:Q5960141"

The following pages link to Sequential estimation for a functional of the spectral density of a Gaussian stationary process (Q5960141):

Displaying 8 items.

• Efficient estimation of spectral functionals for continuous-time stationary models (Q634700) (← links)
• Sequential estimation for time series regression models (Q1877837) (← links)
• A functional Hungarian construction for the sequential empirical process (Q2577025) (← links)
• Efficient estimation of spectral functionals for Gaussian stationary models (Q2787470) (← links)
• Sequential transforms associated with Gaussian processes on function space (Q2807994) (← links)
• (Q3685887) (← links)
• sequential estimation of the hgarginal density function for a strongly mixing process (Q4225633) (← links)
• Spectral-norm risk rates for multi-taper estimation of Gaussian processes (Q5078831) (← links)