Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic equivalence of spectral density estimation and Gaussian white noise |
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Asymptotic equivalence of spectral density estimation and Gaussian white noise (English)
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19 February 2010
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stationary Gaussian process
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spectral density
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Sobolev classes
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Le Cam distance
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asymptotic equivalence
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Whittle likelihood
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log-periodogram regression
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nonparametric Gaussian scale model
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signal in Gaussian white noise
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