scientific article; zbMATH DE number 3786017

MaRDI QIDQ3963909zbMATH OpenFDO

Authors I. G. Zhurbenko

Publication date 1982

zbMATH Keywords

mean square errormixing conditionssemiinvariantsdata windowspectral windowsestimation of spectral densitytime-shiftspectral density of k th order

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited in

(3)

• Optimal statistical estimators of spectral density in \(L^ 2\)
• Asymptotic normality of lag window estimates
• Rate of uniform convergence of statistical estimators of spectral density in spaces of differentiable functions

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