A Consistent Estimate of the Spectrum by Random Sampling of the Time Series

DOI10.1137/0128065MaRDI QIDQ4051450zbMATH OpenOpenAlexFDO

Authors Elias Masry, Ming-Chuan C. Lui

Publication date 1975

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0128065

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(1)

• Random discretization of stationary continuous time processes

This page was built for publication: A Consistent Estimate of the Spectrum by Random Sampling of the Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4051450)