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Publication:3759763
zbMATH Open0622.62089MaRDI QIDQ3759763
Publication date: 1985
Title of this publication is not available (Why is that?)
asymptotic behaviorsummability conditionsinfimamean square riskfourth semi- invariantsmaximal-riskssquare-integrable spectral densitywide-sense stationary discrete-time random sequences
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Minimax procedures in statistical decision theory (62C20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (5)
Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function ⋮ Asymptotic Minimax Risk for the White Noise Model on the Sphere ⋮ Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\) ⋮ Asymptotics of minimax risk estimates of distribution density in \(L_ 2\) ⋮ Optimal statistical estimators of spectral density in \(L^ 2\)
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