Spectral analysis for harmonizable processes

DOI10.1214/aos/1015362193zbMath1012.62099MaRDI QIDQ1848938

Murray Rosenblatt, Keh-Shin Lii

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015362193

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G07: Density estimation

62M15: Inference from stochastic processes and spectral analysis

60G20: Generalized stochastic processes

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