Efficient estimation of spectral functionals for continuous-time stationary models (Q634700)

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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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