- Volume 3 Issue 3
this paper deal with the estimation of the power spectral density function of time series. A kernel estimator which is based on local average is defined and the rates of convergence of the pointwise,
- Journal of Statistical Planning and Inference v.28 Nonparametric curve estimation with series errors Truong, Y. K.
- Annals of Statistics v.10 Optimal global rates of convergence for nonparametric regression Stone, C. J.
- Ph. D. Thesis, Yonsei Univ. Asymptotic convergence properties in spectral estimation Shin, G. H.
- Theory and Methods Brockwell, P. J.;Davis, R. A.
- Annals of Probability v.4 Asymptotic nomality, strong mixing and spectral density estimates Rosenblatt, M.