On the Distribution of Some Statistical Estimates of Spectral Density
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Publication:3667806
DOI10.1137/1127088zbMath0518.62074MaRDI QIDQ3667806
Publication date: 1982
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1127088
62E20: Asymptotic distribution theory in statistics
62M15: Inference from stochastic processes and spectral analysis
60F10: Large deviations
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