Weak convergence and adaptive peak estimation for spectral densities

DOI10.1214/AOS/1176348771MaRDI QIDQ1206709zbMATH OpenOpenAlexFDO

Authors Hans-Georg Müller, Kathryn A. Prewitt

Publication date 1 April 1993

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348771

zbMATH Keywords

adaptive peak estimatorsasymptotic mean squared errorcumulantscurve estimationdirect smoothing of the periodogramefficiencyGaussian limit processglobal and local bandwidth choiceskernel estimatorsspectral densitystationary time seriestightnesstwo- parameter stochastic processvariable bandwidth

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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(9)

• Adaptive nonparametric peak estimation
• A kernel mode estimate under random left truncation and time series model: asymptotic normality
• Semiparametric estimation for stationary processes whose spectra have an unknown pole
• The effect of order estimation on estimating the peak frequency of an autoregressive spectral density
• scientific article; zbMATH DE number 486681 (Why is no real title available?)
• Estimation adaptative de la densité spectrale d'un processus gaussien faiblement ou fortement dépendant
• Estimation of marginal and spectral modes
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• Variable Bandwidth Kernel Estimators of the Spectral Density

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