Spectral Estimation with Random Truncation

DOI10.1214/AOMS/1177697187MaRDI QIDQ5615159zbMATH OpenOpenAlexFDO

Authors James III Pickands

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177697187

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(3)

• Statistical inference with dependent observations: Extensions of classical procedures
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Variance bound of ACF estimation of one block of fGn with LRD

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