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

DOI10.1007/BF00969247MaRDI QIDQ1237342zbMATH OpenFDO

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

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

• scientific article; zbMATH DE number 3160575 (Why is no real title available?)
• scientific article; zbMATH DE number 3469902 (Why is no real title available?)
• scientific article; zbMATH DE number 3500891 (Why is no real title available?)
• Asymptotic properties of spectral estimates of second order

Cited in

(1)

• Moderate deviations for quadratic forms in Gaussian stationary processes

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