Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences
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Publication:4836136
DOI10.1137/1138063zbMath0819.62078OpenAlexW2090264320MaRDI QIDQ4836136
Publication date: 20 June 1995
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1138063
spectral density estimationunbiased estimatelocally asymptotically minimaxGaussian stationary sequenceHilbert space normfamily of neighborhoodsmean square risk of linear estimates
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