Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling

DOI10.1016/j.jspi.2013.06.014zbMath1279.62195OpenAlexW2076004934MaRDI QIDQ394099

Radhendushka Srivastava, Debasis Sengupta

Publication date: 24 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.06.014

zbMATH Keywords

power spectral densityspectrum estimationshrinking asymptoticssmoothed periodogram

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

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