scientific article; zbMATH DE number 3800828

zbMath0507.62077MaRDI QIDQ4745175

R. Rudzkis, R. Yu. Bentkus

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic expansionsperiodogramGaussian stationary time seriesdistributions of estimates of spectral density

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Large deviations (60F10)

Related Items (2)

Asymptotically efficient nonparametric estimation of functionals of a spectral density function ⋮ Multitaper Estimation on Arbitrary Domains

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