Efficient estimation of spectral functionals for continuous-time stationary models (Q634700)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient estimation of spectral functionals for continuous-time stationary models |
scientific article; zbMATH DE number 5939462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of spectral functionals for continuous-time stationary models |
scientific article; zbMATH DE number 5939462 |
Statements
Efficient estimation of spectral functionals for continuous-time stationary models (English)
0 references
16 August 2011
0 references
efficient nonparametric estimation
0 references
spectral functionals
0 references
continuous-time stationary process
0 references
spectral density
0 references
singularities
0 references
local asymptotic normality (LAN)
0 references
asymptotic bounds
0 references
0 references
0 references
0 references
0 references
0.95879793
0 references
0.9139042
0 references
0.8976693
0 references
0.8967645
0 references
0.8955226
0 references
0.8916381
0 references
0.8913597
0 references