Estimation of the spectral density with assigned risk
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Recommendations
- On two-stage estimation of the spectral density with assigned risk in presence of missing data
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- scientific article; zbMATH DE number 4129848
Cites work
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- An overview of sequential nonparametric density estimation
- Data-Driven Efficient Estimation of the Spectral Density
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- On Sequential Data-Driven Density Estimation
- Sequential nonparametric estimation with assigned risk
- Time series: theory and methods.
- Two-stage procedures for high-dimensional data
Cited in
(7)- On guaranteed estimation of the spectral density of an autoregression moving average process
- Sequential nonparametric estimation with assigned risk
- On sequential spectral analysis of amplitude-modulated time series
- On two-stage estimation of the spectral density with assigned risk in presence of missing data
- Self-tuning algorithm for minimax nonparametric estimation of spectral density
- Sequential estimation for a functional of the spectral density of a Gaussian stationary process
- Nonparametric regression estimation with assigned risk
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