Adaptive estimation of the spectrum of a stationary Gaussian sequence (Q5937011): Difference between revisions

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Latest revision as of 01:57, 20 March 2024

scientific article; zbMATH DE number 1618313
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English
Adaptive estimation of the spectrum of a stationary Gaussian sequence
scientific article; zbMATH DE number 1618313

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    Adaptive estimation of the spectrum of a stationary Gaussian sequence (English)
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    26 March 2002
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    long-memory process
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    stationary sequence
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    adaptive estimation
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    projection estimator
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    penalty function
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