Asymptotically efficient nonparametric estimation of functionals of a spectral density function

Gaussian Random Processes.

W. D. Ray, Yu. A. Rozanov · Journal of the Royal Statistical Society Series A (General) · 1979 · 375 citations

Natural Sciences, Mathematics, Probability Theory +14

Asymptotic inference in stationary Gaussian time-series

Robert B. Davies · Advances in Applied Probability · 1973 · 110 citations

Engineering, Mathematics, Probability Theory +15

On Estimation of the Spectral Function of a Stationary Gaussian Process

Theory of Probability and Its Applications · 1963 · 109 citations

Engineering, Mathematics, Probability Theory +15

On a Non-Parametric Analogue of the Information Matrix

Yu. A. Koshevnik, B. Ya. Levit · Theory of Probability and Its Applications · 1977 · 108 citations

Natural Sciences, Mathematics, Information Theory +9

On the Distribution of Some Statistical Estimates of Spectral Density

R. Bentkus · Theory of Probability and Its Applications · 1983 · 22 citations

Engineering, Mathematics, Information Theory +16