scientific article; zbMATH DE number 3622820
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Publication:4185696
zbMath0401.62075MaRDI QIDQ4185696
Publication date: 1976
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (9)
Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters ⋮ Covariance matrix estimation for stationary time series ⋮ Optimal properties of certain spectral density statistics ⋮ Approximation of spectral density estimates by a Gaussian stochastic process ⋮ Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series ⋮ A lemma of Statulevicius ⋮ Maximum likelihood estimation of the spectral density parameter ⋮ Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses ⋮ Locally minimax efficiency of nonparametric estimates of square- integrable densities
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