SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (Q3696350): Difference between revisions

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Revision as of 12:21, 5 March 2024

scientific article
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SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
scientific article

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    SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA (English)
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    1985
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    quadratic-mean consistency
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    convergence rates
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    spectral density
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    discrete-time stationary Gaussian process
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    instantaneous nonlinearity
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    spectral estimates
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    asymptotic normality
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    bias
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    covariances
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