Nonparametric Estimation of Smooth Spectral Densities of Gaussian Stationary Sequences

DOI10.1137/1138063MaRDI QIDQ4836136zbMATH OpenOpenAlexFDO

Authors 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

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)

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• On some problems of nonparametric estimation
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