Estimation of spectral density of Gaussian sequence of observations in additive noise

zbMath0599.62112MaRDI QIDQ1080600

S. Yu. Efrojmovich

Publication date: 1984

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotic minimax riskspectral densitiesindependent Gaussian stationary sequences

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes and spectral analysis (62M15)

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