Preliminary test estimation for spectra (Q643220)

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Preliminary test estimation for spectra
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    Statements

    title
    Preliminary test estimation for spectra (English)
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    author
    Yusuke Maeyama
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    Kenichiro Tamaki
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    Masanobu Taniguchi
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    publication date
    28 October 2011
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    zbMATH Keywords
    ARMA model
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    quasi-maximum likelihood estimator
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    spectral density
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    stationary linear process
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    Identifiers

    Mathematics Subject Classification ID
    62M15
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    62M10
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    62G05
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    62F12
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    62H12
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    zbMATH DE Number
    5965235
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    OpenAlex ID
    W2077461133
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