scientific article; zbMATH DE number 3581495

zbMATH Open0373.62056MaRDI QIDQ4151048FDOQ4151048

Authors: R. Yu. Bentkus 

Publication date: 1976

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited In (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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