Adaptive estimation of the spectrum of a stationary Gaussian sequence

Bernoulli

Volumn 7, Issue 2, 2001, Pages 267-298

  Comte, Fabienne ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Adaptive estimation; Long memory process; Penalty function; Projection estimator; Stationary sequence

Indexed keywords

EID: 33749836490     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318739     Document Type: Article

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