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Asymptotics of Minimax mean-square risk of statistical estimators of spectral density parameter

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Literature Cited

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Institute of Mathematics and Cybernetics, Academy of Sciences of the Lithuanian SSR. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 26, No. 4, pp. 705–716, October–December, 1986.

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Maliukevičius, R. Asymptotics of Minimax mean-square risk of statistical estimators of spectral density parameter. Lith Math J 26, 339–347 (1986). https://doi.org/10.1007/BF00971914

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  • DOI: https://doi.org/10.1007/BF00971914

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