Statistics of the spectral densities of stationary stochastic processes (Q1056502)

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scientific article; zbMATH DE number 3829098
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    Statistics of the spectral densities of stationary stochastic processes
    scientific article; zbMATH DE number 3829098

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      Statistics of the spectral densities of stationary stochastic processes (English)
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      1982
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      stationary processes
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      asymptotic properties
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      Grenander-Rosenblatt type statistic
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      mean square deviation
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      variance
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      bias
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      asymptotic normality
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      confidence bounds
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