Cumulants of estimates of the spectrum of a stationary time series

DOI10.1007/BF00968366MaRDI QIDQ1248877zbMATH OpenFDO

Authors R. Yu. Bentkus

Publication date 1977

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

Full work available at URL https://doi.org/10.1007/BF00968366

Mathematics Subject Classification ID

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

Cites work

• Asymptotic properties of spectral estimates of second order
• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 3507847 (Why is no real title available?)
• scientific article; zbMATH DE number 3521284 (Why is no real title available?)
• scientific article; zbMATH DE number 3016202 (Why is no real title available?)
• scientific article; zbMATH DE number 3444678 (Why is no real title available?)
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Time series analysis

Cited in

(3)

• Asymptotic normality of spectral estimates
• Moderate deviations for quadratic forms in Gaussian stationary processes
• Bernstein polynomial estimation of a spectral density

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