Estimation of parameters of a continuous time Gaussian stationary process with rational spectral density

DOI10.1093/biomet/64.2.385zbMath0363.62075OpenAlexW2038209262MaRDI QIDQ4137972

Pham Dinh Tuan

Publication date: 1977

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/64.2.385

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05)

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