Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (Q1722054)
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scientific article; zbMATH DE number 7021705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data |
scientific article; zbMATH DE number 7021705 |
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Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data (English)
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14 February 2019
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Lévy-driven continuous-time model
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tapered data
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smoothed periodogram
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central limit theorem
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nonparametric estimation
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asymptotic normality
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Toeplitz-type quadratic functional
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