Efficient estimation of spectral functionals for continuous-time stationary models
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Cited in
(16)- Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
- Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
- Parameter estimation for Lévy-driven continuous-time linear models with tapered data
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
- Statistical estimation for stationary models with tapered data
- Statistical inference for stationary linear models with tapered data
- Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
- Efficient estimation of spectral functionals for Gaussian stationary models
- Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros
- scientific article; zbMATH DE number 3940442 (Why is no real title available?)
- 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
- On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
- Spectral density estimation of function-valued spatial processes
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