Exponential inequalities for estimates of the spectrum of a stationary Gaussian time series

DOI10.1007/BF00969247zbMATH Open0355.62080MaRDI QIDQ1237342FDOQ1237342

V. Statulevičius, R. Yu. Bentkus, R. Rudzkis

Publication date: 1976

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Title not available (Why is that?)
• Asymptotic properties of spectral estimates of second order
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

• Moderate deviations for quadratic forms in Gaussian stationary processes

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