Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)

DOI10.1007/BF00966293zbMath0615.62119MaRDI QIDQ1820536

R. Yu. Bentkus

Publication date: 1985

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

zbMATH Keywords

spectral density estimatorasymptotics of minimax risksminimax mean-square riskwide-sense stationary sequence

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Asymptotics of minimax risk estimates of distribution density in \(L_ 2\)
• Asymptotic lower bounds for the risk of estimators of the value of a spectral density function
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