Estimating nonlinear functions of the spectral density, using a data- taper

DOI10.1007/BF00773510zbMATH Open0818.62081OpenAlexW2100164186MaRDI QIDQ1804814FDOQ1804814

Authors: Rainer von Sachs 

Publication date: 21 August 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773510

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• CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
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zbMATH Keywords

asymptotic normalitycentral limit theoremspectral densityGaussian stationary processdata-tapersnonparametric peak-insensitive spectrum estimationperiodogram-based estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Cited In (4)

• Statistical inference for stationary linear models with tapered data
• Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
• Title not available (Why is that?)
• A functional limit theorem for tapered empirical spectral functions

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