Asymptotic lower bounds for the risk of estimators of the value of a spectral density function

DOI10.1007/BF00534259zbMath0425.62075OpenAlexW1981804949MaRDI QIDQ3860698

Roger H. Farrell

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534259

zbMATH Keywords

spectral density functionasymptotic lower boundsrisk of estimatorsdiscrete parameter processesjoint Gaussian distributions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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Rate of uniform convergence of statistical estimators of spectral density in spaces of differentiable functions ⋮ Asymptotics of minimax mean-square risk of statistical estimators of spectral density in the space \(L_ 2\) ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation]

Cites Work

• On fixed or scaled radii confidence sets: The fixed sample size case
• Bounds for estimation of density functions and their derivatives
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
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