Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process

zbMath1005.62079MaRDI QIDQ1856453

Philippe Soulier

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesspectral densitylong range dependenceadaptive estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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