Using Periodic Autoregressions for Multiple Spectral Estimation
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Publication:3945453
DOI10.2307/1268487zbMath0485.62109MaRDI QIDQ3945453
Publication date: 1982
Full work available at URL: https://doi.org/10.2307/1268487
multiple time series; new method of estimating spectral density; periodically stationary autoregressive processes; review of existing methods; spectral-density function
62M15: Inference from stochastic processes and spectral analysis
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