scientific article; zbMATH DE number 4197208

MaRDI QIDQ5203527zbMATH OpenFDO

Authors V. G. Alekseev

Publication date 1990

zbMATH Keywords

estimators of higher spectral densitiesstationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(11)

• Optimal statistical estimators of spectral density in \(L^ 2\)
• Statistical estimation of multidimensional parameter of spectral density. II
• On the efficiency of estimators of a spectral density multivariate parameter
• On nonparametric estimates of higher order spectral densities
• Statistical Estimation of Higher-Order Spectra
• scientific article; zbMATH DE number 4111825 (Why is no real title available?)
• scientific article; zbMATH DE number 908049 (Why is no real title available?)
• Higher-order properties of approximate estimators
• Limiting behavior of functionals of higher-order sample cumulant spectra
• Acknowledgement of priority: ``On positive spectral density functions
• On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators

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