scientific article; zbMATH DE number 3521284

MaRDI QIDQ4098983zbMATH OpenFDO

Authors R. Rudzkis, R. Yu. Bentkus, V. Statulevičius

Publication date 1975

Mathematics Subject Classification ID

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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