Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series
From MaRDI portal
Publication:1254817
DOI10.1007/BF00968500zbMath0399.62094MaRDI QIDQ1254817
Publication date: 1978
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items
Cites Work
This page was built for publication: Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series