scientific article; zbMATH DE number 3521284

MaRDI QIDQ4098983zbMATH OpenFDO

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

Publication date 1975

Mathematics Subject Classification ID

Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(7)

• Estimation of spectral densities of stationary processes
• Large deviations for estimates of spectrum of stationary series
• Optimal properties of certain spectral density statistics
• Large deviations for the spectral estimate of a stationary Gaussian sequence
• Cumulants of estimates of the spectrum of a stationary time series
• Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series
• On Toeplitz type quadratic functionals of stationary Gaussian processes

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