An estimate of spectral density

DOI10.1007/BF00966746MaRDI QIDQ1111301zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1985

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00966746

zbMATH Keywords

estimationspectral densityzero mean Gaussian stationary time series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Review text

See the review in Zbl 0592.62076.

Cited in

(4)

• Locally minimax efficiency of nonparametric estimates of square- integrable densities
• Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials
• A source density function
• scientific article; zbMATH DE number 908049 (Why is no real title available?)

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