Rates of convergence and optimal spectral bandwidth for long range dependence
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Publication:1333578
DOI10.1007/BF01199901zbMath0801.60030OpenAlexW2013226277MaRDI QIDQ1333578
Publication date: 21 November 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01199901
rate of convergencespectral densityspectral density estimatesdiscrete average of the periodogramstationary discrete time process
Density estimation (62G07) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Self-similar stochastic processes (60G18)
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