Statistical analysis of a spectral estimator for ARMA processes (Q3865323)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Statistical analysis of a spectral estimator for ARMA processes
scientific article

    Statements

    Statistical analysis of a spectral estimator for ARMA processes (English)
    0 references
    0 references
    0 references
    1980
    0 references
    ARMA processes
    0 references
    asymptotic variances of spectral estimator
    0 references
    autoregressive moving average
    0 references
    periodogram technique
    0 references
    numerical calculations
    0 references

    Identifiers