Bias control in the estimation of
Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 225-233
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We consider estimators for integrals of a spectrum and a bispectrum
for random fields $X(t), t\in{\mathbb R}^d,$ and present conditions guaranteeing
the rate of convergence of bias to zero appropriate for dimensions
$d =1, 2, 3.$
Keywords:
Spectral functionals, nonparametric estimation, periodogram, bias, tapering.
@article{THSP_2007_13_2_a5,
author = {Ludmila Sakhno},
title = {Bias control in the estimation of},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {225--233},
publisher = {mathdoc},
volume = {13},
number = {2},
year = {2007},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_2_a5/}
}
Ludmila Sakhno. Bias control in the estimation of. Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 225-233. http://geodesic.mathdoc.fr/item/THSP_2007_13_2_a5/