Spectral density estimation for linear processes with dependent innovations

DOI10.1016/j.spl.2008.01.019zbMath1152.62064OpenAlexW2147614422MaRDI QIDQ945811

Nadia Bensaïd, Ouafae Yazourh-Benrabah

Publication date: 17 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.019

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Exploring spectral density estimation for spatial linear process with mixing innovations

Cites Work

• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Moment bounds for stationary mixing sequences
• Convergence of Distributions Generated by Stationary Stochastic Processes
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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