scientific article; zbMATH DE number 3940442
From MaRDI portal
Publication:3711484
Recommendations
- Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros
- Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
- Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
- Efficient estimation of spectral functionals for Gaussian stationary models
- Efficient estimation of spectral functionals for continuous-time stationary models
Cited in
(24)- The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density
- Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function
- Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
- On the efficiency of estimators of a spectral density multivariate parameter
- Asymptotic properties of spectrum estimate of stationary Gaussian processes
- On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series
- Efficient estimation of spectral functionals for Gaussian stationary models
- On some problems of nonparametric estimation
- Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros
- Asymptotics of spectral density estimates
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
- scientific article; zbMATH DE number 3951842 (Why is no real title available?)
- scientific article; zbMATH DE number 4026623 (Why is no real title available?)
- On spectral and bispectral estimator of the parameter of nongaussian data
- Efficient bias corrected nonparametric spectral estimation
- On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process
- Efficient estimation of functionals of the spectral density of stationary Gaussian fields
- An Estimating Method for Parametric Spectral Densities of Gaussian Time Series
- Estimation of the location and exponent of the spectral singularity of a long memory process
- Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
- Sequential estimation for a functional of the spectral density of a Gaussian stationary process
- Efficient estimation of spectral functionals for continuous-time stationary models
- Asymptotically efficient recursive estimation of a nonparametric signal
- Moment bounds for non-linear functionals of the periodogram
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3711484)