Pages that link to "Item:Q4258764"

The following pages link to An Estimating Method for Parametric Spectral Densities of Gaussian Time Series (Q4258764):

Displaying 2 items.

• Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model (Q354212) (← links)
• Superharmonic priors for autoregressive models (Q1713656) (← links)