scientific article; zbMATH DE number 3581495
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Publication:4151048
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(15)- Large deviations for the spectral estimate of a stationary Gaussian sequence
- Statistical inference using higher-order information
- Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series
- Cumulants of polylinear forms of a stationary sequence
- On the efficiency of estimators of a spectral density multivariate parameter
- Minimum contrast estimation of random processes based on information of second and third orders
- An estimate of spectral density
- Approximation of spectral density estimates by a Gaussian stochastic process
- Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function
- Limit theorems for polylinear forms
- Adaptive projectional estimate of distribution density
- Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- Large deviations for estimates of spectrum of stationary series
- A functional limit theorem for tapered empirical spectral functions
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