scientific article; zbMATH DE number 3553609

zbMath0355.62083MaRDI QIDQ4127231

Alexander M. Samarov

Publication date: 1977

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (8)

Rate of uniform convergence of statistical estimators of spectral density in spaces of differentiable functions ⋮ Nonlinear spectral density estimation: thresholding the correlogram ⋮ Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations ⋮ Estimating the Spectral Density at Frequencies Near Zero ⋮ Optimal rates of convergence for estimating Toeplitz covariance matrices ⋮ Detection of the trend of a stationary stochastic process ⋮ Asymptotic lower bounds for the risk of estimators of the value of a spectral density function ⋮ Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

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