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scientific article; zbMATH DE number 16742
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scientific article; zbMATH DE number 16742 |
Statements
26 June 1992
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supremum type norm
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zero mean stationary sequence
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spectral density
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kernel type estimate
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0.8894540071487427
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0.8136812448501587
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[For the entire collection see Zbl 0725.00014.] Let \(X_ t\), \(t\in Z^ 1\), be a zero mean stationary sequence with the spectral density \(f(x)\), and let \(\hat f(x)\) be a kernel type estimate of \(f(x)\) based on the sample \(x_ 1,\dots,x_ N\), \(N\to\infty\). The asymptotic behaviour of \[ P(u)={\mathbf P}\{\sup_{x\in K}q(x)| f(x)- \hat f(x)|<u\} \] is considered, where \(K=[x_ 1,x_ 2]\), \(0\leq x_ 1<x_ 2\leq\pi\), is a fixed interval.
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