On the convergence of the spectrum of finite order approximations of stationary time series (Q2350656)
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scientific article; zbMATH DE number 6450142
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| English | On the convergence of the spectrum of finite order approximations of stationary time series |
scientific article; zbMATH DE number 6450142 |
Statements
On the convergence of the spectrum of finite order approximations of stationary time series (English)
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25 June 2015
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wide sense stationary time series
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autoregressive estimate
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moving average estimate
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spectral density
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Wold decomposition
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time average variance constant
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0.7457701563835144
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0.7449637651443481
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0.739018440246582
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