On a spectral density estimate obtained by averaging periodograms (Q3703149)
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scientific article; zbMATH DE number 3930186
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| English | On a spectral density estimate obtained by averaging periodograms |
scientific article; zbMATH DE number 3930186 |
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On a spectral density estimate obtained by averaging periodograms (English)
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1985
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spectral density estimate
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Tukey-Hanning window
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Kolmogorov-Zhurbenko window
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asymptotic normality
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real-valued stationary time series
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time- shift estimator
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average of periodograms
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rates of convergence
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mean square error
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central limit theorem
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scale parameter windows
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0.8365505933761597
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