Asymptotic properties of spectrum estimate of stationary Gaussian processes (Q1922026)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of spectrum estimate of stationary Gaussian processes |
scientific article |
Statements
Asymptotic properties of spectrum estimate of stationary Gaussian processes (English)
0 references
9 January 1997
0 references
unbiasedness
0 references
consistency
0 references
asymptotic normality
0 references
real-valued stationary Gaussian process
0 references
spectral density
0 references
periodogram
0 references
