An Estimating Method for Parametric Spectral Densities of Gaussian Time Series

DOI10.1111/1467-9892.00124zbMath0924.62095OpenAlexW2083709271MaRDI QIDQ4258764

Fumiyasu Komaki

Publication date: 14 September 1999

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00124

zbMATH Keywords

differential geometryspectral density estimationKullback-Leibler divergenceAR modelssecond order asymptotic theory

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15)

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