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Alekseev, V. G.

On the error in estimating the spectral density of a Gaussian random process. (English) Zbl 0487.62078

Theory Probab. Math. Stat. 21, 1-7 (1980).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0487.62078

MSC:

62M15 Inference from stochastic processes and spectral analysis
62M09 Non-Markovian processes: estimation
60G10 Stationary stochastic processes
60G15 Gaussian processes
62F12 Asymptotic properties of parametric estimators

Keywords:

error; derivatives of spectral density; estimation

Citations:

Zbl 0416.62067
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