ASYMPTOTICALLY EFFICIENT NONPARAMETRIC-ESTIMATION OF FUNCTIONALS OF A SPECTRAL DENSITY-FUNCTION

被引：20

作者：

HASMINSKII, RZ ^{[1
]}

IBRAGIMOV, IA ^{[1
]}

机构：

[1] ACAD SCI USSR,INST MATH,LENINGRAD 191011,USSR

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1986年 / 73卷 / 03期

关键词：

D O I：

10.1007/BF00776242

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：447 / 461

页数：15

共 50 条

[1] ASYMPTOTICALLY EFFICIENT NONPARAMETRIC-ESTIMATION OF FUNCTIONALS OF A SPECTRAL DENSITY HAVING ZEROS
GINOVYAN, MS
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1988, 33 (02) : 296 - 303
[2] A QUICK AND DIRTY METHOD FOR NONPARAMETRIC-ESTIMATION OF A DENSITY-FUNCTION
GOOD, IJ
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1984, 19 (04) : 313 - 314
[3] Asymptotically Efficient Nonparametric Estimation of Nonlinear Spectral Functionals
M. S. Ginovian
[J]. Acta Applicandae Mathematica, 2003, 78 : 145 - 154
[4] Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
Ginovian, MS
[J]. ACTA APPLICANDAE MATHEMATICAE, 2003, 78 (1-3) : 145 - 154
[5] A PENALTY METHOD FOR NONPARAMETRIC-ESTIMATION OF THE LOGARITHMIC DERIVATIVE OF A DENSITY-FUNCTION
COX, DD
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1985, 37 (02) : 271 - 288
[6] MULTI-STAGE NONPARAMETRIC-ESTIMATION OF DENSITY-FUNCTION USING ORTHONORMAL SYSTEMS
LIANG, WQ
KRISHNAIAH, PR
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 17 (02) : 228 - 241
[7] USING ADDITIONAL INFORMATION IN NONPARAMETRIC-ESTIMATION OF DENSITY FUNCTIONALS
DMITRIEV, YG
KOSHKIN, GM
[J]. AUTOMATION AND REMOTE CONTROL, 1987, 48 (10) : 1307 - 1316
[8] SEQUENTIAL NONPARAMETRIC-ESTIMATION OF A DENSITY
EFROIMOVICH, SY
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1989, 34 (02) : 228 - 239
[9] ESTIMATION OF FUNCTIONALS OF PROBABILITY DENSITY-FUNCTION AND ITS DERIVATIVES
DMITRIEV, YG
TARASENK.FP
[J]. TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA, 1973, 18 (03): : 662 - 668
[10] ON ASYMPTOTICALLY EFFICIENT CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY-FUNCTION OF A STATIONARY TIME-SERIES
PARZEN, E
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1958, 20 (02) : 303 - 322

← 1 2 3 4 5 →