scientific article; zbMATH DE number 801096

MaRDI QIDQ4849515zbMATH OpenFDO

Authors Dan Yu

Publication date 13 February 1996

zbMATH Keywords

asymptotic behaviorasymptotic normalitybiasestimation of higher order spectrahigher order periodogramL2-consistencystationary processestruncated type optimum weight function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(2)

• Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process
• On the convergence of the spectrum of finite order approximations of stationary time series

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