On Estimation of the Spectral Function of a Stationary Gaussian Process

Cited in

(35)

Applications of the multiplication of the Ito-Wiener expansions to limit theorems
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
Ildar Abdullovich Ibragimov (on his ninetieth birthday)
Asymptotic normality of spectral means of Hilbert space valued random processes
Asymptotically efficient nonparametric estimation of functionals of a spectral density function
On some problems of nonparametric estimation
Statistical estimation for stationary models with tapered data
Exact \(L_2\)-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
A functional limit theorem for tapered empirical spectral functions
SPECTRAL ANALYSIS WITH TAPERED DATA
A sufficient condition for asymptotic normality of the normalized quadratic form \(\Psi_{n}(f,g)\)
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
Semiparametric analysis of long-range dependence in nonlinear regression
Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach
On the trace approximation problem for truncated Toeplitz operators and matrices
Moderate deviations for quadratic forms in Gaussian stationary processes
Statistical inference using higher-order information
Statistical inference for stationary linear models with tapered data
Asymptotic properties of Ibragimov's estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
Modified cramer-von mises goodness-of-fit tests for spectral distribution functions
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
Estimation of marginal and spectral modes
Estimating the order of moving average models: the max X²method
The integrated copula spectrum
Bahadur exact slopes of some tests for spectral densities
Asymptotic normality of spectral estimates
Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
The trace problem for Toeplitz matrices and operators and its impact in probability
Empirical spectral processes and their applications to time series analysis
Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
Non-parametric applications of an infinite dimensional convolution theorem
Bootstrap specification tests for linear covariance stationary processes
Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence

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