Statistical estimation of higher-order spectral densities by means of general tapering

DOI10.4064/AM-24-4-357-381zbMATH Open1013.62502OpenAlexW2170964882MaRDI QIDQ4365502FDOQ4365502

Authors: M'Hammed Baba Harra 

Publication date: 12 June 2003

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219178

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Cited In (1)

• Statistical inference using higher-order information

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