Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series

DOI10.1007/BF00968500zbMath0399.62094MaRDI QIDQ1254817

K. Appert

Publication date: 1978

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

zbMATH Keywords

EstimationExponential InequalitiesMaximum DeviationSpectral DensityStationary Gaussian Time Series

Mathematics Subject Classification ID

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

Related Items

Moderate deviations for quadratic forms in Gaussian stationary processes

Cites Work

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