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Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling - MaRDI portal

Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (Q394099)

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scientific article; zbMATH DE number 6250283
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Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling
scientific article; zbMATH DE number 6250283

    Statements

    Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (English)
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    24 January 2014
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    power spectral density
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    spectrum estimation
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    smoothed periodogram
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    shrinking asymptotics
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