Discrete-time spectral estimation of continuous-parameter processes -- A new consistent estimate

DOI10.1109/TIT.1976.1055552zbMath0336.62078OpenAlexW2127777355MaRDI QIDQ4104778

Elias Masry, Ming-Chuan C. Lui

Publication date: 1976

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1976.1055552

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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