BIAS CONTROL IN THE ESTIMATION OF SPECTRAL FUNCTIONALS

LUDMILA SAKHNO

Theory of Stochastic Processes Vol.13 (29), no.1-2, 2007, pp.225-233

We consider estimators for integrals of a spectrum and a bispectrum for random fields $X(t)$, $t\in\mathbb{R}^d$, and present conditions guaranteeing the rate of convergence of bias to zero appropriate for dimensions $d=1,2,3$.

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