On the Distribution of Some Statistical Estimates of Spectral Density

DOI10.1137/1127088zbMath0518.62074OpenAlexW2033671760MaRDI QIDQ3667806

R. Rudzkis, R. Yu. Bentkus

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127088

zbMATH Keywords

asymptotic expansionsperiodogramGaussian seriesestimates of spectral density

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15) Large deviations (60F10)

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