Statistics of the spectral densities of stationary stochastic processes (Q1056502)
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scientific article; zbMATH DE number 3829098
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| English | Statistics of the spectral densities of stationary stochastic processes |
scientific article; zbMATH DE number 3829098 |
Statements
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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