On a property of the finite Fourier partial sums process
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Publication:1373979
DOI10.1016/S0167-7152(97)00002-3zbMath0885.60019MaRDI QIDQ1373979
Publication date: 1 April 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Cites Work
- An optimality property of the least-squares estimate of the parameter of the spectrum of a purely nondeterministic time series
- The empirical distribution of Fourier coefficients
- ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES
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