Cumulants of estimates of the spectrum of a stationary time series

DOI10.1007/BF00968366zbMath0383.62065MaRDI QIDQ1248877

R. Yu. Bentkus

Publication date: 1977

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ Bernstein polynomial estimation of a spectral density ⋮ Asymptotic normality of spectral estimates

Cites Work

• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Time series analysis
• Asymptotic properties of spectral estimates of second order
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