Estimation adaptative de la densité spectrale d'un processus gaussien faiblement ou fortement dépendant

DOI10.1016/S0764-4442(00)00252-4zbMath0969.62061OpenAlexW2047667856MaRDI QIDQ4489353

Philippe Soulier

Publication date: 4 October 2001

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)00252-4

zbMATH Keywords

rate of convergencespectral densityfractional Gaussian process

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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