On the Efficiency of Spectral Density Estimates of a Stationary Process. II

DOI10.1137/1128035zbMath0562.62080OpenAlexW1972691217MaRDI QIDQ3675374

I. G. Zhurbenko

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128035

zbMATH Keywords

local propertiesfinite sample lengthspectral densities of stationary processescomparison of mean square errors

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Nonparametric high resolution spectral estimation ⋮ Non-stationary log-periodogram regression

This page was built for publication: On the Efficiency of Spectral Density Estimates of a Stationary Process. II