ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA

DOI10.1073/PNAS.57.2.206MaRDI QIDQ5524174zbMATH OpenOpenAlexWikidataFDO

Authors David R. Brillinger, Murray Rosenblatt

Publication date 1967

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.57.2.206

zbMATH Keywords

statistics

Cited in

(7)

• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
• A conversation with David R. Brillinger
• An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
• A simple test for white noise in functional time series
• Spectral methods for small sample time series: A complete periodogram approach
• A conversation with Murray Rosenblatt
• A bootstrap test for time series linearity

This page was built for publication: ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5524174)