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 |