Rate of uniform convergence of statistical estimators of spectral density in spaces of differentiable functions
type: Item
instance of: scholarly article
title: Rate of uniform convergence of statistical estimators of spectral density in spaces of differentiable functions
zbMATH Open document ID: 0658.62099
DOI: 10.1007/BF00966738
author: R. Yu. Bentkus
published in: Lithuanian Mathematical Journal
publication date: 1985-01-01T00:00:00Z
review text: See the review in Zbl 0593.62087.
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60F25
zbMATH DE Number: 4076385
zbMATH Keywords: L sup p norm
zbMATH Keywords: stationary Gaussian random sequence
zbMATH Keywords: spectral density
zbMATH Keywords: uniform convergence
zbMATH Keywords: ball
zbMATH Keywords: Banach space of the differentiable functions
zbMATH Keywords: asymptotic inequalities
MaRDI profile type: Publication
cites work: Q3963909
cites work: Q3902255
cites work: Q4127231
cites work: Q3855972
cites work: Q5583334
cites work: Asymptotic inference in stationary Gaussian time-series
cites work: On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
cites work: Asymptotic lower bounds for the risk of estimators of the value of a spectral density function
description: scientific article; zbMATH DE number 4076385