Monotone spectral density estimation (Q2429936)

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Monotone spectral density estimation
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    title
    Monotone spectral density estimation (English)
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    DOI
    10.1214/10-AOS804
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    author
    Dragi Anevski
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    Philippe Soulier
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    publication date
    5 April 2011
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    Mathematics Subject Classification ID
    62M15
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    62E20
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    62G08
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    62M10
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    62G07
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    zbMATH DE Number
    5874501
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    zbMATH Keywords
    limit distributions
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    spectral density estimation
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    monotone
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    long-range dependence
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    Gaussian process
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    linear process
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    describes a project that uses
    ftnonpar
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    sapa
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