Spectral density estimates for some models of stationary stochastic processes

MaRDI QIDQ1111300zbMATH OpenFDO

Authors V. G. Alekseev

Publication date 1985

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

estimates for spectral densitiesstationary stochastic processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Review text

See the review in Zbl 0586.62152.

Cited in

(7)

• A mixed spectral treatment for the stochastic models with random parameters
• Estimation of trispectral density of a stationary stochastic process
• Estimation of spectral densities of stationary processes by the method of local minimum contrast
• The envelope of spectral power for stochastic processes
• Spectral estimation of the Lévy density in partially observed affine models
• On the optimum estimation of the spectra of certain discrete stochastic processes
• Filtration of stationary processes with rational spectral density

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