Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 271-277
Citer cet article
V. G. Alekseev. On the estimation of some functionals of the spectral density function of Gaussian random processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 271-277. http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a2/
@article{TVP_1980_25_2_a2,
author = {V. G. Alekseev},
title = {On the estimation of some functionals of the spectral density function of {Gaussian} random processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {271--277},
year = {1980},
volume = {25},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a2/}
}
TY - JOUR
AU - V. G. Alekseev
TI - On the estimation of some functionals of the spectral density function of Gaussian random processes
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1980
SP - 271
EP - 277
VL - 25
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a2/
LA - ru
ID - TVP_1980_25_2_a2
ER -
%0 Journal Article
%A V. G. Alekseev
%T On the estimation of some functionals of the spectral density function of Gaussian random processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1980
%P 271-277
%V 25
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a2/
%G ru
%F TVP_1980_25_2_a2
The paper deals with the estimation of some nonlinear functionals of the spectral density function of a Gaussian stationary discrete time random process. The spectral density function being smooth enough, the mean square error of the estimates proposed here is shown to be $O(n^{-1})$, as $n\to\infty$, where $n$ is the sample size.
