Browsing by Author "A. A. Sahakyan"
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    Statistical Estimation for Stationary Models with Tapered Data
    (Armenian Academy of Sciences, 2021) M. S. Ginovyan ; A. A. Sahakyan
    In this paper, we survey some recent results on parametric and nonparametric statistical estimation about the spectrum of stationary models with tapered data, as well as, a question concerning robustness of inferences, carried out on a linear stationary process contaminated by a small trend. We also discuss some questions concerning tapered Toeplitz matrices and operators, central limit theorems for tapered Toeplitz type quadratic functionals, and tapered Fejer-type ´ singular integrals. These are the main tools for obtaining the corres ponding results, and also are of interest in themselves. The processes considered will be discrete- time and continuous-time Gaussian, linear or Levy-driven linear processes with memory.