Spectral density estimates for some models of stationary stochastic processes

zbMATH Open0658.62111MaRDI QIDQ1111300

V. G. Alekseev

Publication date: 1985

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

zbMATH Keywords

stationary stochastic processesestimates for spectral densities

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (7)

Estimation of spectral densities of stationary processes by the method of local minimum contrast ⋮ Estimation of trispectral density of a stationary stochastic process ⋮ Filtration of stationary processes with rational spectral density ⋮ The envelope of spectral power for stochastic processes ⋮ Spectral estimation of the Lévy density in partially observed affine models ⋮ A mixed spectral treatment for the stochastic models with random parameters ⋮ On the optimum estimation of the spectra of certain discrete stochastic processes

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