THE DISTRIBUTION OF PERIODOGRAM ORDINATES (Q3965459): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1980.tb00301.x / rank | |||
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| Property / OpenAlex ID: W2112297175 / rank | |||
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| Property / cites work: Q4097679 / rank | |||
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| Property / cites work: Estimation of the Innovation Variance of a Stationary Time Series / rank | |||
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| Property / cites work: Q5612941 / rank | |||
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| Property / cites work: The central limit theorem for time series regression / rank | |||
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| Property / cites work: The Estimation of the Prediction Error Variance / rank | |||
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Latest revision as of 17:30, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE DISTRIBUTION OF PERIODOGRAM ORDINATES |
scientific article |
Statements
THE DISTRIBUTION OF PERIODOGRAM ORDINATES (English)
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1980
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distribution of periodogram
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stationary time series
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estimate of prediction error variance
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complex empirical distribution
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Fourier coefficients
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spectrum
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asymptotic expansion
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characteristic function
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