Optimal properties of certain spectral density statistics

DOI10.1007/BF00970850zbMath0494.62086MaRDI QIDQ1169231

I. G. Zhurbenko

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

mean square errorspectral windowspectral density statistics

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• On empirical spectral analysis of stochastic processes
• ON THE EFFICIENCY OF PROCEDURES FOR SMOOTHING PERIODOGRAMS FROM TIME SERIES WITH CONTINUOUS SPECTRA
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• An Algorithm for the Machine Calculation of Complex Fourier Series
• The application of the fast Fourier transform algorithm to the estimation of spectra and cross-spectra
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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