On Toeplitz forms and stationary processes

DOI10.1007/BF02591362zbMath0049.22304MaRDI QIDQ2650605

Ulf Grenander

Publication date: 1952

Published in: Arkiv för Matematik (Search for Journal in Brave)

zbMATH Keywords

statistics

Related Items

On the extreme eigenvalues of Hermitian (block) Toeplitz matrices, Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process

Cites Work

• On empirical spectral analysis of stochastic processes
• An Explicit Representation of a Stationary Gaussian Process
• Stochastic processes and statistical inference
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item