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Spectral Estimation with Random Truncation

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Publication:5615159
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DOI10.1214/aoms/1177697187zbMath0213.20603OpenAlexW2008919717MaRDI QIDQ5615159

James III Pickands

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697187


Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)


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DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE, Variance bound of ACF estimation of one block of fGn with LRD, Statistical inference with dependent observations: Extensions of classical procedures



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