scientific article; zbMATH DE number 4009605

MaRDI QIDQ3759763zbMATH OpenFDO

Authors R. Yu. Bentkus

Publication date 1985

zbMATH Keywords

asymptotic behaviorfourth semi- invariantsinfimamaximal-risksmean square risksquare-integrable spectral densitysummability conditionswide-sense stationary discrete-time random sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Minimax procedures in statistical decision theory (62C20) Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)
• Optimal statistical estimators of spectral density in \(L^ 2\)
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters
• Asymptotically exact bounds for minimax risk of estimators of linear functionals
• Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function

Cited in

(9)

• Asymptotics of minimax risk estimates of distribution density in \(L_ 2\)
• Asymptotic properties of minimization estimators for time series parameters
• Optimal statistical estimators of spectral density in \(L^ 2\)
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters
• Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function
• Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\)
• scientific article; zbMATH DE number 4076394 (Why is no real title available?)
• Asymptotic Minimax Risk for the White Noise Model on the Sphere
• On two-stage estimation of the spectral density with assigned risk in presence of missing data

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