Efficient estimation of spectral functionals for continuous-time stationary models
type: Item
instance of: scholarly article
title: Efficient estimation of spectral functionals for continuous-time stationary models
zbMATH Open document ID: 1327.62209
author: M. S. Ginovyan
published in: Acta Applicandae Mathematicae
publication date: 2011-08-16T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 5939462
zbMATH Keywords: efficient nonparametric estimation
zbMATH Keywords: spectral functionals
zbMATH Keywords: continuous-time stationary process
zbMATH Keywords: spectral density
zbMATH Keywords: singularities
zbMATH Keywords: local asymptotic normality (LAN)
zbMATH Keywords: asymptotic bounds
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: s10440-011-9617-7
OpenAlex ID: W1967671768
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DOI: 10.1007/S10440-011-9617-7
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description: scientific article; zbMATH DE number 5939462