Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences

DOI10.1137/1138063zbMATH Open0819.62078OpenAlexW2090264320MaRDI QIDQ4836136FDOQ4836136

Yu. Golubev

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

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zbMATH Keywords

unbiased estimatespectral density estimationlocally asymptotically minimaxGaussian stationary sequenceHilbert space normfamily of neighborhoodsmean square risk of linear estimates

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

Cited In (26)

• Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
• Asymptotic properties of spectrum estimate of stationary Gaussian processes
• Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
• Estimating the spectral densities of a Gaussian periodically correlated process
• On the estimation of an analytic spectral density outside of the observation band
• Title not available (Why is that?)
• On guaranteed estimation of the spectral density of an autoregression moving average process
• Adaptive estimation of the spectrum of a stationary Gaussian sequence
• Self-tuning algorithm for minimax nonparametric estimation of spectral density
• Nonparametric polyspectral estimators for kth-order (almost) cyclostationary processes
• Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process
• Large sample properties of spectral estimators for a class of stationary nonlinear processes
• Title not available (Why is that?)
• SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
• A sieve method for the spectral density
• Title not available (Why is that?)
• Nonparametric spectral density estimation under local differential privacy
• On nonparametric estimates for the derivatives of the spectral density for a discrete-time stationary stochastic process
• Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
• On some problems of nonparametric estimation
• Title not available (Why is that?)
• Sequential estimation for a functional of the spectral density of a Gaussian stationary process
• On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process
• Title not available (Why is that?)
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• Confidence intervals in adaptive estimation.

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