Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series (Q1145459): Difference between revisions
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| Property / cites work: An exponential model for the spectrum of a scalar time series / rank | |||
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| Property / cites work: Q3272866 / rank | |||
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| Property / cites work: Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/bf02480289 / rank | |||
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Latest revision as of 12:05, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series |
scientific article |
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Nonexistence of estimates which minimize \(x'V^{-1}x\) in an exponential type of stationary time series (English)
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1979
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nonexistence of estimates
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exponential type
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stationary time series
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spectral density
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