Monotone spectral density estimation

DOI10.1214/10-AOS804zbMath1209.62206arXiv0901.3471OpenAlexW1987661099MaRDI QIDQ2429936

Dragi Anevski, Philippe Soulier

Publication date: 5 April 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3471

zbMATH Keywords

monotoneGaussian processlinear processlong-range dependencespectral density estimationlimit distributions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Uses Software

• ftnonpar
• sapa

Cites Work

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