On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process

DOI10.1137/1133110zbMath0686.62074OpenAlexW2025398086MaRDI QIDQ4204978

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/10.1137/1133110

zbMATH Keywords

linear functionalspectral densityGaussian stationary process

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (10)

Statistical inference for stationary linear models with tapered data ⋮ Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes ⋮ 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 ⋮ Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes ⋮ On the robustness to small trends of parameter estimation for continuous-time stationary models with memory ⋮ Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes ⋮ Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications ⋮ Statistical estimation for stationary models with tapered data

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