Asymptotically efficient nonparametric estimation of nonlinear spectral functionals (Q1415868)

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Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
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    Asymptotically efficient nonparametric estimation of nonlinear spectral functionals (English)
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    9 December 2003
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    stationary Gaussian process
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    efficient estimation
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    spectral density
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    nonlinear spectral functionals
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    periodogram
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    local asymptotic normality
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