An Estimating Method for Parametric Spectral Densities of Gaussian Time Series (Q4258764)
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scientific article; zbMATH DE number 1336687
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| English | An Estimating Method for Parametric Spectral Densities of Gaussian Time Series |
scientific article; zbMATH DE number 1336687 |
Statements
An Estimating Method for Parametric Spectral Densities of Gaussian Time Series (English)
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14 September 1999
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spectral density estimation
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second order asymptotic theory
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AR models
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differential geometry
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Kullback-Leibler divergence
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0.7942125201225281
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