Asymptotic regularity of a family of measures corresponding to a Gaussian random process which contains a white noise component for a parametric family of spectral densities

DOI10.1007/BF01084795zbMath0528.62072OpenAlexW2074926173MaRDI QIDQ786496

Yuri I. Ingster

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01084795

zbMATH Keywords

white noisespectral densitiesstandard Wiener processasymptotic regularity of measures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07) Sufficiency and information (62B99)

Cites Work

• Lectures on Fourier Integrals. (AM-42)
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