scientific article; zbMATH DE number 3521284
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Publication:4098983
zbMATH Open0333.60045MaRDI QIDQ4098983FDOQ4098983
Authors: R. Rudzkis, R. Yu. Bentkus, V. Statulevičius
Publication date: 1975
Title of this publication is not available (Why is that?)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Inference from stochastic processes and spectral analysis (62M15)
Cited In (7)
- Large deviations for the spectral estimate of a stationary Gaussian sequence
- Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series
- Estimation of spectral densities of stationary processes
- Optimal properties of certain spectral density statistics
- On Toeplitz type quadratic functionals of stationary Gaussian processes
- Cumulants of estimates of the spectrum of a stationary time series
- Large deviations for estimates of spectrum of stationary series
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