Large deviations for estimates of spectrum of stationary series

DOI10.1007/BF00972234zbMath0447.62099MaRDI QIDQ1146487

S. H. Smith

Publication date: 1978

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

zbMATH Keywords

large deviationsestimates of spectrumwide-sense stationary random sequence

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

Locally adaptive fitting of semiparametric models to nonstationary time series. ⋮ Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES ⋮ Locally adaptive estimation of evolutionary wavelet spectra

Cites Work

• A general lemma on probabilities of large deviations
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