Efficient estimation of spectral functionals for Gaussian stationary models

MaRDI QIDQ2787470zbMATH OpenFDO

Authors M. S. Ginovyan

Publication date 4 March 2016

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(15)

• Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
• Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
• Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
• Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
• Statistical estimation for stationary models with tapered data
• Statistical inference for stationary linear models with tapered data
• Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros
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• Efficient estimation of functionals of the spectral density of stationary Gaussian fields
• Robust estimation for continuous-time linear models with memory
• The trace problem for Toeplitz matrices and operators and its impact in probability
• Spectral-norm risk rates for multi-taper estimation of Gaussian processes
• 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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