A Sieve Method for the Spectral Density

• 1 September 1985
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 13  (3) , 998-1010
• https://doi.org/10.1214/aos/1176349652

Abstract

Keywords

• SPECTRAL DENSITY ESTIMATION
• GAUSSIAN PROCESS
• STOCHASTIC PROCESS
• SPECTRAL DENSITY
• STRONG CONSISTENCY
• MAXIMUM LIKELIHOOD METHOD