scientific article; zbMATH DE number 3622820

MaRDI QIDQ4185696zbMATH OpenFDO

Authors R. Rudzkis, R. Yu. Bentkus

Publication date 1976

zbMATH Keywords

EstimatesGaussian Stationary Time SeriesLarge DeviationsSpectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(9)

• Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters
• Optimal properties of certain spectral density statistics
• Exponential inequalities for the maximum deviation of an estimate of the spectral density of a stationary Gaussian time series
• A lemma of Statulevicius
• Locally minimax efficiency of nonparametric estimates of square- integrable densities
• Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
• Covariance matrix estimation for stationary time series
• Approximation of spectral density estimates by a Gaussian stochastic process
• Maximum likelihood estimation of the spectral density parameter

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