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