Spectral density estimation for linear processes with dependent innovations

DOI10.1016/J.SPL.2008.01.019MaRDI QIDQ945811zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Spectral density estimation for stationary stable processes
• Density estimation for linear processes
• On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process
• Spectral density estimation from random sampling for multiplicative stationary processes
• SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
• On linear processes with dependent innovations
• Exploring spectral density estimation for spatial linear process with mixing innovations
• Spectral density estimation for stationary stable random fields
• Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

Cites work

• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Moment bounds for stationary mixing sequences
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA

Cited in

(4)

• scientific article; zbMATH DE number 4111865 (Why is no real title available?)
• Spectral properties of moving L-estimates of independent data
• Exploring spectral density estimation for spatial linear process with mixing innovations
• Spectral estimation of the Lévy density in partially observed affine models

This page was built for publication: Spectral density estimation for linear processes with dependent innovations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q945811)