Optimal statistical estimators of spectral density in \(L^ 2\)

DOI10.1007/BF00968040zbMath0584.62159MaRDI QIDQ1069641

R. Yu. Bentkus

Publication date: 1984

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

covariance functionminimax estimatorscumulanta priori informationstationary random sequenceL sub 2-spacesrate of convergence of the maximal risksmoothed periodogramsSpectral estimators

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal statistical estimators of spectral density in \(L^ 2\)