Adaptive estimation of the spectrum of a stationary Gaussian sequence

DOI10.2307/3318739zbMath0981.62075OpenAlexW2030986141MaRDI QIDQ5937011

Fabienne Comte

Publication date: 26 March 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1080222090

zbMATH Keywords

adaptive estimationlong-memory processpenalty functionprojection estimatorstationary sequence

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

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