Discrete-time spectral estimation of continuous-time processes The orthogonal series method
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Publication:1145460
DOI10.1214/aos/1176345147zbMath0445.62104MaRDI QIDQ1145460
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345147
convergence rates; consistency; stationary time series; orthogonal series estimates; stationary Poisson point process; discrete-time spectral estimation
62M15: Inference from stochastic processes and spectral analysis
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