Efficient estimation of functionals of the spectral density of stationary Gaussian fields
ESAIM: Probability and Statistics (2010)
- Volume: 3, page 23-47
- ISSN: 1292-8100
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topLudeña, Carenne. "Efficient estimation of functionals of the spectral density of stationary Gaussian fields." ESAIM: Probability and Statistics 3 (2010): 23-47. <http://eudml.org/doc/197742>.
@article{Ludeña2010,
abstract = {
Minimax bounds for the risk function of estimators of functionals of
the spectral density of Gaussian
fields are obtained. This result is a generalization of a previous result of Khas'minskii and Ibragimov
on Gaussian processes.
Efficient estimators are then constructed for these functionals. In the case of linear functionals these estimators are
given for all dimensions. For non-linear integral functionals, these
estimators are constructed for the two and three dimensional problems.
},
author = {Ludeña, Carenne},
journal = {ESAIM: Probability and Statistics},
keywords = { Efficient estimation; Gaussian fields; periodogram; tapered periodogram; spectral density; Toeplitz matrices.; lower bounds; linear functionals},
language = {eng},
month = {3},
pages = {23-47},
publisher = {EDP Sciences},
title = {Efficient estimation of functionals of the spectral density of stationary Gaussian fields},
url = {http://eudml.org/doc/197742},
volume = {3},
year = {2010},
}
TY - JOUR
AU - Ludeña, Carenne
TI - Efficient estimation of functionals of the spectral density of stationary Gaussian fields
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 3
SP - 23
EP - 47
AB -
Minimax bounds for the risk function of estimators of functionals of
the spectral density of Gaussian
fields are obtained. This result is a generalization of a previous result of Khas'minskii and Ibragimov
on Gaussian processes.
Efficient estimators are then constructed for these functionals. In the case of linear functionals these estimators are
given for all dimensions. For non-linear integral functionals, these
estimators are constructed for the two and three dimensional problems.
LA - eng
KW - Efficient estimation; Gaussian fields; periodogram; tapered periodogram; spectral density; Toeplitz matrices.; lower bounds; linear functionals
UR - http://eudml.org/doc/197742
ER -
References
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