A class of spectral density estimators

DOI10.1007/BF02480312zbMath0451.62073OpenAlexW1979330355MaRDI QIDQ1148095

Gilbert G. Walter

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480312

zbMATH Keywords

missing observationslag windowsmean square rate of convergencedata tapersspectral density estimatorsspectral windows

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Stochastic processes (60G99)

Cites Work

• Probability density estimation using delta sequences
• Spectrum estimation with missing observations
• Estimation of the mean of a stationary time series by sampling
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