scientific article; zbMATH DE number 3800828

zbMATH Open0507.62077MaRDI QIDQ4745175FDOQ4745175

Authors: R. Rudzkis, R. Yu. Bentkus 

Publication date: 1982

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

zbMATH Keywords

asymptotic expansionsperiodogramGaussian stationary time seriesdistributions of estimates of spectral density

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Large deviations (60F10) Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Cited In (2)

• Multitaper estimation on arbitrary domains
• Asymptotically efficient nonparametric estimation of functionals of a spectral density function

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