Rate of uniform convergence of statistical estimators of spectral density in spaces of differentiable functions

DOI10.1007/BF00966738zbMath0658.62099MaRDI QIDQ1111296

R. Yu. Bentkus

Publication date: 1985

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

zbMATH Keywords

uniform convergenceballspectral densityasymptotic inequalitiesBanach space of the differentiable functionsL sup p normstationary Gaussian random sequence

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) (L^p)-limit theorems (60F25)

Related Items (2)

ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES ⋮ SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES

Cites Work

• Asymptotic lower bounds for the risk of estimators of the value of a spectral density function
• Asymptotic inference in stationary Gaussian time-series
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
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