Efficient estimation of functionals of the spectral density of stationary Gaussian fields

DOI10.1051/PS:1999101MaRDI QIDQ4256300zbMATH OpenOpenAlexFDO

Authors Carenne Ludeña

Publication date 8 July 1999

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/104256

zbMATH Keywords

Gaussian fieldslinear functionalslower boundsspectral density

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Random fields; image analysis (62M40)

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Cites work

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• SPECTRAL ANALYSIS WITH TAPERED DATA

Cited in

(8)

• Nonparametric estimation of the spectrum of homogeneous Gaussian fields
• Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
• Efficient estimation of spectral functionals for Gaussian stationary models
• Estimation of a finite-spectrum Gaussian random field from observations of signals on a lattice in Rd
• Tail estimation of the spectral density for a stationary Gaussian random field
• Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
• Asymptotically exact bounds for minimax risk of estimators of linear functionals
• Efficient estimation of spectral functionals for continuous-time stationary models

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