Superoptimal estimator of the spectral density by adaptive projection: an application to the estimation of a moving average order
DOI10.1016/J.CRMA.2008.07.019zbMATH Open1145.62372OpenAlexW1997118304MaRDI QIDQ950138FDOQ950138
Authors: Mory Souare 
Publication date: 22 October 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2008.07.019
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Cites Work
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- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Asymptotic theory of weakly dependent stochastic processes
- Estimation suroptimale de la densité par projection
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