scientific article; zbMATH DE number 3896148
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Publication:3675375
zbMATH Open0562.62081MaRDI QIDQ3675375FDOQ3675375
Authors: S. Yu. Efrojmovich 
Publication date: 1984
Title of this publication is not available (Why is that?)
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Cited In (10)
- Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
- Estimation of Additive Error in Mixed Spectra for Stable Processes
- A new estimator for an unknown signal imbedded in additive Gaussian noise
- On the estimation of an analytic spectral density outside of the observation band
- Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
- Adaptive estimation of the spectrum of a stationary Gaussian sequence
- Parameter Estimation for Waveforms in Additive Gaussian Noise
- Noise-to-signal ratio of single-trajectory spectral densities in centered Gaussian processes
- Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise
- Autoregressive spectral estimation in additive noise
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