Efficient estimation of spectral functionals for continuous-time stationary models (Q634700)
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English | Efficient estimation of spectral functionals for continuous-time stationary models |
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Efficient estimation of spectral functionals for continuous-time stationary models (English)
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16 August 2011
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efficient nonparametric estimation
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spectral functionals
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continuous-time stationary process
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spectral density
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singularities
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local asymptotic normality (LAN)
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asymptotic bounds
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