SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
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Publication:3696350
DOI10.1111/j.1467-9892.1985.tb00398.xzbMath0576.62089MaRDI QIDQ3696350
Donald F. Gingras, Elias Masry
Publication date: 1985
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1985.tb00398.x
convergence rates; asymptotic normality; bias; spectral density; spectral estimates; covariances; quadratic-mean consistency; discrete-time stationary Gaussian process; instantaneous nonlinearity
62M15: Inference from stochastic processes and spectral analysis
Cites Work
- Asymptotic normality, strong mixing and spectral density estimates
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
- On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities
- Spectral Estimates Using Nonlinear Functions