An estimate of spectral density

DOI10.1007/BF00966746zbMath0658.62112OpenAlexW2019278815MaRDI QIDQ1111301

S. H. Smith

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1007/bf00966746

zbMATH Keywords

estimationspectral densityzero mean Gaussian stationary time series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials ⋮ Locally minimax efficiency of nonparametric estimates of square- integrable densities

Cites Work

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