Spectral analysis for harmonizable processes
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Publication:1848938
DOI10.1214/aos/1015362193zbMath1012.62099MaRDI QIDQ1848938
Keh-Shin Lii, Murray Rosenblatt
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1015362193
62F12: Asymptotic properties of parametric estimators
62G07: Density estimation
62M15: Inference from stochastic processes and spectral analysis
60G20: Generalized stochastic processes
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