ON CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY OF A STATIONARY TIME SERIES

DOI10.1073/PNAS.42.3.154MaRDI QIDQ3236176zbMATH OpenOpenAlexWikidataFDO

Authors Emanuel Parzen

Publication date 1956

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.42.3.154

zbMATH Keywords

Statistics

Cited in

(6)

• Multivariate irregular sampling theorem
• Kramer's sampling theorem for multidimensional signals and its relationship with Lagrange-type interpolations
• Some applications for Kramer's generalized sampling theorem
• Generalized empirical likelihood tests in time series models with potential identification failure
• Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
• Rank test of unit‐root hypothesis with AR‐GARCH errors

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