Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences (Q4836136)
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scientific article; zbMATH DE number 764151
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| English | Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences |
scientific article; zbMATH DE number 764151 |
Statements
Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences (English)
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20 June 1995
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family of neighborhoods
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spectral density estimation
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Hilbert space norm
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Gaussian stationary sequence
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unbiased estimate
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mean square risk of linear estimates
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locally asymptotically minimax
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0.8764203190803528
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0.8444305658340454
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