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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 2, Pages 388–397 (Mi tvp2305)  
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On the efficiency of spectral density estimates for a stationary process. II

I. G. Žurbenko

Moscow
Full-text PDF (1517 kB) Citations (2)
Abstract: The paper is the continuation of [1]. We present an asymptotical analysis and comparison of different statistics for spectral densities of stationary processes with finite sample length. The comparison of the mean square errors in done with respect to the local properties of a spectral density as well as to the strong jitters and noise in the neighbouring frequences. The paper provides also a new type of statistics which is nearly insensible to all sorts of interference.
Received: 23.05.1981
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 1, Pages 409–419
DOI: https://doi.org/10.1137/1128035
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. G. Žurbenko, “On the efficiency of spectral density estimates for a stationary process. II”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 388–397; Theory Probab. Appl., 28:1 (1984), 409–419
Citation in format AMSBIB
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\by I.~G.~{\v Z}urbenko
\paper On the efficiency of spectral density estimates for a~stationary process.~II
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 2
\pages 388--397
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=700220}
\zmath{https://zbmath.org/?q=an:0562.62080|0538.62080}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 1
\pages 409--419
\crossref{https://doi.org/10.1137/1128035}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SS85900015}
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  • https://www.mathnet.ru/eng/tvp2305
  • https://www.mathnet.ru/eng/tvp/v28/i2/p388
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    This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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