Spectral estimation in the presence of missing data
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Publication:4606859
DOI10.1090/tpms/1022zbMath1411.62249OpenAlexW2792662359MaRDI QIDQ4606859
Paul Doukhan, Natalia Bahamonde
Publication date: 9 March 2018
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1022
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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