Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences (Q4836136)
From MaRDI portal
scientific article; zbMATH DE number 764151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences |
scientific article; zbMATH DE number 764151 |
Statements
Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences (English)
0 references
20 June 1995
0 references
family of neighborhoods
0 references
spectral density estimation
0 references
Hilbert space norm
0 references
Gaussian stationary sequence
0 references
unbiased estimate
0 references
mean square risk of linear estimates
0 references
locally asymptotically minimax
0 references
