A SIEVE METHOD FOR THE SPECTRAL DENSITY

被引:21
作者
CHOW, YS [1 ]
GRENANDER, U [1 ]
机构
[1] BROWN UNIV,DIV APPL MATH,PROVIDENCE,RI 02912
关键词
D O I
10.1214/aos/1176349652
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:998 / 1010
页数:13
相关论文
共 11 条
[1]  
DZHAPARIDZE KO, 1983, DEV STATISTICS, V4
[2]  
Gelfand I.M, 2012, CALCULUS VARIATIONS
[3]  
GRENANDER U, 1984, TOEPLITZ FORMS THEIR
[4]  
Grenander U., 1981, ABSTRACT INFERENCE
[5]   ESTIMATION OF PREDICTION ERROR VARIANCE [J].
HANNAN, EJ ;
NICHOLLS, DF .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (360) :834-840
[6]  
IBRAGIMOV I. A., 1963, THEOR PROBAB APPL+, V8, P366
[7]  
Johnson N., 1995, WILEY SERIES PROBABI, V2
[8]  
PARZEN E, 1967, TIME SERIES ANAL PAP
[9]   ESTIMATION OF PARAMETERS OF GAUSSIAN STATIONARY PROCESSES [J].
TANIGUCHI, M .
JOURNAL OF APPLIED PROBABILITY, 1979, 16 (03) :575-591
[10]   ON ESTIMATION OF THE INTEGRALS OF CERTAIN FUNCTIONS OF SPECTRAL DENSITY [J].
TANIGUCHI, M .
JOURNAL OF APPLIED PROBABILITY, 1980, 17 (01) :73-83