Cumulants of estimates of the spectrum of a stationary time series
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Publication:1248877
DOI10.1007/BF00968366zbMath0383.62065MaRDI QIDQ1248877
Publication date: 1977
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
Related Items
Asymptotic normality of spectral estimates, Moderate deviations for quadratic forms in Gaussian stationary processes, Bernstein polynomial estimation of a spectral density
Cites Work