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

DOI10.1016/J.JSPI.2013.06.014MaRDI QIDQ394099zbMATH OpenOpenAlexFDO

Authors R. 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 densityshrinking asymptoticssmoothed periodogramspectrum estimation

Mathematics Subject Classification ID

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

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Cited in

(1)

• Confidence intervals for spectral mean and ratio statistics

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