On Estimation of the Spectral Function of a Stationary Gaussian Process

Cited In (35)

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

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