SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL
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Publication:3823692
DOI10.1111/j.1467-9892.1989.tb00019.xzbMath0671.62093MaRDI QIDQ3823692
Robert H. Shumway, Yudianto Pawitan
Publication date: 1989
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00019.x
convolution; random effects models; strong consistency; mean square convergence; time series regression; Gaussian likelihood function; additive noise process; filter length; finite-sample deconvolution estimators; nonparametric spectral estimators; sample length; spectral bandwidth; vector linear time series model