Conditions of local asymptotic normality for Gaussian stationary processes

DOI10.1023/A:1026102909036zbMath1066.60041OpenAlexW82039017MaRDI QIDQ1781273

A. Zerbet, Valentin Solev

Publication date: 23 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026102909036

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (3)

Efficient estimation of spectral functionals for continuous-time stationary models ⋮ Adaptive estimation of function observed in Gaussian stationary noise ⋮ The minimax estimator of the pseudo-periodic function observed in the stationary noise

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