Basic Considerations in the Estimation of Spectra

DOI10.2307/1266289MaRDI QIDQ5615741zbMATH OpenOpenAlexFDO

Authors M. B. Priestley

Publication date 1962

Full work available at URL https://doi.org/10.2307/1266289

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(12)

• Record length requirement of long-range dependent teletraffic
• Optimal rates of convergence for estimating Toeplitz covariance matrices
• Generalized Cauchy model of sea level fluctuations with long-range dependence
• Testing for boundary conditions in case of fractionally integrated processes
• A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support
• Nonlinear spectral density estimation: thresholding the correlogram
• Dimensionality reduction in multivariable stochastic systems
• Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
• Computing Spectral Measures of Self-Adjoint Operators
• HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
• AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
• Estimating the Spectral Density at Frequencies Near Zero

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