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

DOI10.1016/J.JSPI.2013.06.014zbMATH Open1279.62195OpenAlexW2076004934MaRDI QIDQ394099FDOQ394099

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

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zbMATH Keywords

power spectral densityshrinking asymptoticssmoothed periodogramspectrum estimation

Mathematics Subject Classification ID

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

Cites Work

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Cited In (1)

• Confidence intervals for spectral mean and ratio statistics

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