On Estimation of the Spectral Function of a Stationary Gaussian Process

Cited in

(36)

Applications of the multiplication of the Ito-Wiener expansions to limit theorems
A functional limit theorem for tapered empirical spectral functions
Asymptotic normality of spectral estimates
Asymptotically efficient nonparametric estimation of functionals of a spectral density function
Empirical spectral processes and their applications to time series analysis
On some problems of nonparametric estimation
Exact L₂-small ball behavior of integrated Gaussian processes and spectral asymptotics of boundary value problems
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
The integrated copula spectrum
Statistical estimation for stationary models with tapered data
Statistical inference for stationary linear models with tapered data
Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
Statistical inference using higher-order information
Moderate deviations for quadratic forms in Gaussian stationary processes
Semiparametric analysis of long-range dependence in nonlinear regression
A sufficient condition for asymptotic normality of the normalized quadratic form \(\Psi_{n}(f,g)\)
Bootstrap specification tests for linear covariance stationary processes
Asymptotic properties of Ibragimov's estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
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
Estimation of marginal and spectral modes
Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
The trace problem for Toeplitz matrices and operators and its impact in probability
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
Bahadur exact slopes of some tests for spectral densities
Ildar Abdullovich Ibragimov (on his ninetieth birthday)
Asymptotic normality of spectral means of Hilbert space valued random processes
On moderate deviations for quadratic functionals in continuous time Gaussian stationary processes
On the trace approximation problem for truncated Toeplitz operators and matrices
Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach

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