Bias correction in the frequency domain estimation of time series models

DOI10.1093/BIOMET/71.1.91zbMath0534.62067OpenAlexW2095492283MaRDI QIDQ3317949

Anders Milhøj

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.1.91

zbMATH Keywords

missing observationsspectral density estimationbias correctionsstrictly stationary processfrequency domain estimation of time series modelsgeneralized definition of the periodogrammedical time series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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