Estimation of the Spectral Density with Assigned Risk

DOI10.1111/SJOS.12165zbMath1364.62230OpenAlexW2104927817MaRDI QIDQ2791829

Sam Efromovich

Publication date: 16 March 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12165

zbMATH Keywords

minimaxtime seriesstopping timeadaptationARMAsequentialMISE

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15) Sequential estimation (62L12)

Related Items (2)

On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data ⋮ On sequential spectral analysis of amplitude-modulated time series

Cites Work

• Unnamed Item
• Time series: theory and methods.
• Sequential nonparametric estimation with assigned risk
• Two-Stage Procedures for High-Dimensional Data
• On Sequential Data-Driven Density Estimation
• Data-Driven Efficient Estimation of the Spectral Density
• An overview of sequential nonparametric density estimation
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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