Hidden Frequency Estimation with Data Tapers
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Publication:2703250
DOI10.1111/1467-9892.00177zbMath0958.62089MaRDI QIDQ2703250
Rainer Dahlhaus, K. H. Wu, Zao-Guo Chen
Publication date: 1 March 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/20794/1/Beitrag.54.pdf
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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