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September, 1985 A Sieve Method for the Spectral Density
Yun-Shyong Chow, Ulf Grenander
Ann. Statist. 13(3): 998-1010 (September, 1985). DOI: 10.1214/aos/1176349652

Abstract

We suggest a sieve for the estimation of the spectral density of a Gaussian stationary stochastic process. In contrast to the standard periodogram-based estimates this one aims at exploiting the full Gaussian nature of the process.

Citation

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Yun-Shyong Chow. Ulf Grenander. "A Sieve Method for the Spectral Density." Ann. Statist. 13 (3) 998 - 1010, September, 1985. https://doi.org/10.1214/aos/1176349652

Information

Published: September, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0591.62078
MathSciNet: MR803754
Digital Object Identifier: 10.1214/aos/1176349652

Subjects:
Primary: 62M15
Secondary: 62G05

Rights: Copyright © 1985 Institute of Mathematical Statistics

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Vol.13 • No. 3 • September, 1985
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