Sequential estimation for a functional of the spectral density of a Gaussian stationary process

DOI10.1023/A:1017976706781zbMath0995.62071OpenAlexW1496112037MaRDI QIDQ5960141

Masanobu Taniguchi, Takayuki Shiohama

Publication date: 11 April 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017976706781

zbMATH Keywords

periodogramintegral functionalstationary processspectral densitysequential interval estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)

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