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Asymptotically efficient nonparametric estimation of functionals of a spectral density function
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  • Published: September 1986

Asymptotically efficient nonparametric estimation of functionals of a spectral density function

  • R. Z. Hasminskii1 &
  • I. A. Ibragimov2 

Probability Theory and Related Fields volume 73, pages 447–461 (1986)Cite this article

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References

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Authors and Affiliations

  1. Institute for Problems of Information Transmission, Academy of Sciences, Moscow, USSR

    R. Z. Hasminskii

  2. Mathematics Institute, Academy of Sciences, Ul Fontanka 27, 191011, Leningrad, USSR

    I. A. Ibragimov

Authors
  1. R. Z. Hasminskii
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  2. I. A. Ibragimov
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Hasminskii, R.Z., Ibragimov, I.A. Asymptotically efficient nonparametric estimation of functionals of a spectral density function. Probab. Th. Rel. Fields 73, 447–461 (1986). https://doi.org/10.1007/BF00776242

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  • Received: 10 September 1984

  • Accepted: 12 January 1986

  • Issue Date: September 1986

  • DOI: https://doi.org/10.1007/BF00776242

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Keywords

  • Density Function
  • Stochastic Process
  • Probability Theory
  • Spectral Density
  • Mathematical Biology
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