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Publication:3711484
zbMATH Open0586.62057MaRDI QIDQ3711484
I. A. Ibragimov, R. Z. Khas'minskiĭ
Publication date: 1986
Title of this publication is not available (Why is that?)
lower boundsspectral densityfunctionalsstationary Gaussian time seriesprecision of nonparametric estimators
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (7)
On the efficiency of estimators of a spectral density multivariate parameter ⋮ Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function ⋮ Efficient estimation of spectral functionals for continuous-time stationary models ⋮ Asymptotically efficient recursive estimation of a nonparametric signal ⋮ The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density ⋮ Efficient estimation of spectral functionals for Gaussian stationary models ⋮ Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
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