Estimating nonlinear functions of the spectral density, using a data- taper

DOI10.1007/BF00773510zbMath0818.62081OpenAlexW2100164186MaRDI QIDQ1804814

Rainer von Sachs

Publication date: 21 August 1995

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

Full work available at URL: https://doi.org/10.1007/bf00773510

zbMATH Keywords

asymptotic normalitycentral limit theoremspectral densityGaussian stationary processdata-tapersnonparametric peak-insensitive spectrum estimationperiodogram-based estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Statistical inference for stationary linear models with tapered data

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