On Nonparametric Estimates of Higher Order Spectral Densities

DOI10.1137/S0040585X97984358zbMATH Open1296.62178MaRDI QIDQ3061302

V. G. Alekseev

Publication date: 14 December 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

nonparametric estimatesperiodically nonstationary random processstrictly stationary random processsemi-invariant spectral densities

Mathematics Subject Classification ID

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

Related Items (4)

Title not available (Why is that?) ⋮ Nonparametric polyspectral estimators for kth-order (almost) cyclostationary processes ⋮ Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence ⋮ A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support

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