Weak convergence and adaptive peak estimation for spectral densities
Publication:1206709
DOI10.1214/aos/1176348771zbMath0781.62143MaRDI QIDQ1206709
Hans-Georg Müller, Kathryn A. Prewitt
Publication date: 1 April 1993
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348771
cumulants; kernel estimators; efficiency; tightness; spectral density; curve estimation; stationary time series; variable bandwidth; asymptotic mean squared error; Gaussian limit process; adaptive peak estimators; direct smoothing of the periodogram; global and local bandwidth choices; two- parameter stochastic process
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
62M15: Inference from stochastic processes and spectral analysis
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