Asymptotically efficient nonparametric estimation of nonlinear spectral functionals (Q1415868)
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scientific article; zbMATH DE number 2015155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient nonparametric estimation of nonlinear spectral functionals |
scientific article; zbMATH DE number 2015155 |
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Asymptotically efficient nonparametric estimation of nonlinear spectral functionals (English)
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9 December 2003
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stationary Gaussian process
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efficient estimation
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spectral density
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nonlinear spectral functionals
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periodogram
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local asymptotic normality
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