On the Distribution of Some Statistical Estimates of Spectral Density
R. Bentkus, Римантас Рудзкис · Theory of Probability and Its Applications · 1983
Previous article Next article On the Distribution of Some Statistical Estimates of Spectral DensityR. Yu. Bentkus and R. A. RudzkisR. Yu. Bentkus and R. A. Rudzkishttps://doi.org/10.1137/1127088PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. G. Alekseev, Some practical recommendations on the spectral analysis of Gaussian stationary random processes, Problemy Peredači Informacii, 9 (1973), 42–48, (In Russian.) 49:6532 0319.62060 Google Scholar[2] R. Yu. Bentkus, An estimate of spectral densitythe collection: Proceedings of the 4th International Symposium on Information Theory. Reports, Vol. 1, Izd. Akad. Nauk SSSR, Moscow-Leningrad, 1976, 22–23, (In Russian.) Google Scholar[3] R. Yu. Bentkus, On semi-invariants of estimates of the spectrum of a stationary sequence, Litovsk. Mat. Sb., 16 (1976), 37–61, 252–253, (In Russian.) 55:4568 Google Scholar[4] R. Yu. Bentkus and , R. A. 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Ltd., London, 1960viii+152 22:5105 0095.13204 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIESEconometric Theory, Vol. 34, No. 1 | 27 February 2017 Cross Ref Optimal rates of convergence for estimating Toeplitz covariance matricesProbability Theory and Related Fields, Vol. 156, No. 1-2 | 14 March 2012 Cross Ref ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATESEconometric Theory, Vol. 26, No. 4 | 4 November 2009 Cross Ref A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONSEconometric Theory, Vol. 23, No. 05 | 14 May 2007 Cross Ref Moderate deviations for quadratic forms in Gaussian stationary processesJournal of Multivariate Analysis, Vol. 98, No. 5 | 1 May 2007 Cross Ref HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSESEconometric Theory, Vol. 19, No. 06 | 24 September 2003 Cross Ref Edgeworth expansions for semiparametric Whittle estimation of long memoryThe Annals of Statistics, Vol. 31, No. 4 | 1 Aug 2003 Cross Ref Edgeworth expansions for spectral mean estimates with applications to Whittle estimatesAnnals of the Institute of Statistical Mathematics, Vol. 46, No. 4 | 1 Jan 1994 Cross Ref On the Distribution of Supremum-Type Functionals of Nonparametric Estimates of Probability and Spectral DensitiesR. RudzkisTheory of Probability & Its Applications, Vol. 37, No. 2 | 28 July 2006AbstractPDF (1091 KB)Aproximate Distributions of the Periodogram and Related Statistics under NormalityEconometric Theory, Vol. 2, No. 1 | 18 October 2010 Cross Ref Volume 27, Issue 4| 1983Theory of Probability & Its Applications667-886 History Submitted:26 March 1980Published online:17 July 2006 InformationCopyright © 1983 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1127088Article page range:pp. 795-814ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics