Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
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Publication:1415868
DOI10.1023/A:1025708727313zbMath1029.62033OpenAlexW101566594MaRDI QIDQ1415868
Publication date: 9 December 2003
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1025708727313
local asymptotic normalitystationary Gaussian processefficient estimationperiodogramspectral densitynonlinear spectral functionals
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
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