Asymptotically efficient nonparametric estimation of functionals of a spectral density function (Q1077836)

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Asymptotically efficient nonparametric estimation of functionals of a spectral density function
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    Asymptotically efficient nonparametric estimation of functionals of a spectral density function (English)
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    1986
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    See the preview in Zbl 0586.62057.
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    stationary Gaussian time series
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    spectral density
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    lower bounds
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    precision of nonparametric estimators
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    functionals
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