most citedAsymptotic equivalence of spectral density estimation and gaussian white noise

5 citations · 5 across the 1 of their papers we have counts for

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math.ST2009★ 5 cited

Asymptotic equivalence of spectral density estimation and gaussian white noise

Georgi K. Golubev, Michael Nussbaum, Harrison H. Zhou

We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam'…