On estimation of the integrals of certain functions of spectral density

DOI10.2307/3212925MaRDI QIDQ3865319zbMATH OpenOpenAlexFDO

Authors Masanobu Taniguchi

Publication date 1980

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212925

zbMATH Keywords

periodogramspectral density

Mathematics Subject Classification ID

Laplace transform (44A10) Stationary stochastic processes (60G10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(16)

• On a criterion for the selection of models for stationary time series
• On the integral of the squared periodogram
• The generalised autocovariance function
• On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data
• NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS
• THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN
• FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• Integrated marked Poisson processes with application to image correlation spectroscopy
• CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
• MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE
• The variance profile
• Efficient nonparametric estimation of generalised autocovariances
• Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
• Title not available (Why is no real title available?)
• Moment bounds for non-linear functionals of the periodogram

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