A class of spectral density estimators

DOI10.1007/BF02480312MaRDI QIDQ1148095zbMATH OpenOpenAlexFDO

Authors Gilbert G. Walter

Publication date 1980

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02480312

zbMATH Keywords

missing observationslag windowsmean square rate of convergencedata tapersspectral density estimatorsspectral windows

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) Stochastic processes (60G99)

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• Estimation of the mean of a stationary time series by sampling
• Probability density estimation using delta sequences
• Spectrum estimation with missing observations

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