Spectral density estimation for linear processes with dependent innovations
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Publication:945811
DOI10.1016/j.spl.2008.01.019zbMath1152.62064OpenAlexW2147614422MaRDI QIDQ945811
Nadia Bensaïd, Ouafae Yazourh-Benrabah
Publication date: 17 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.019
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- Moment bounds for stationary mixing sequences
- Convergence of Distributions Generated by Stationary Stochastic Processes
- PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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