Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros

DOI10.1137/1133045zbMath0695.62107OpenAlexW2009738862MaRDI QIDQ3471438

Mamikon S. Ginovyan

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1137/1133045

zbMATH Keywords

zerosspectral densityfunctionalsasymptotically efficient estimatesGaussian stationary sequence

Mathematics Subject Classification ID

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

Related Items (7)

Statistical inference for stationary linear models with tapered data ⋮ Efficient estimation of spectral functionals for continuous-time stationary models ⋮ Robust estimation for continuous-time linear models with memory ⋮ Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data ⋮ Asymptotically optimal estimation in misspecified time series models ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Statistical estimation for stationary models with tapered data

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