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On some properties of statistical estimators of higher spectral densities. (Russian) Zbl 0725.62080

The problem of statistical estimators of higher spectral densities \(f^{(\nu)}(\lambda)\) of order \(\nu =2,3,..\). of stationary processes is considered, and also the problem of search of a set of special points where the estimators behave worse than in the other points. The author compares his results with Zhurbenko’s and gives some discussion on these problems.
Reviewer: N.Leonenko (Kiev)

MSC:

62M15 Inference from stochastic processes and spectral analysis
60G10 Stationary stochastic processes