Superoptimal estimator of the spectral density by adaptive projection: an application to the estimation of a moving average order

DOI10.1016/J.CRMA.2008.07.019MaRDI QIDQ950138zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3660551 (Why is no real title available?)
• scientific article; zbMATH DE number 3736851 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Asymptotic theory of weakly dependent stochastic processes
• Estimation suroptimale de la densité par projection
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Time series: theory and methods.

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