Asymptotically optimal spectral estimation with applications to small samples
From MaRDI portal
Publication:5283879
DOI10.1080/03610919608813298zbMath0875.62427MaRDI QIDQ5283879
Philip J. Ramsey, Robert V. Foutz
Publication date: 30 January 1997
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919608813298
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
Cites Work