论文信息 - The Maximum Deviation of Sample Spectral Densities

The Maximum Deviation of Sample Spectral Densities

Abstract : The maximum deviation of the sample spectral density from the true one is shown to be relatively stable for a wide class of linear processes. The general case is reduced to the case of pure white noise. (Author)

John W. Van Ness | Michael Woodroofe | J. V. Ness | M. Woodroofe

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