Asymptotic statistical properties of AR spectral estimators for processes with mixed spectra

DOI10.1109/18.992779MaRDI QIDQ4674472zbMATH OpenOpenAlexFDO

Authors Soon-Sen Lau, P. J. Sherman, Langford B. White

Publication date 11 May 2005

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

Full work available at URL http://hdl.handle.net/2440/2392

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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• SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA
• scientific article; zbMATH DE number 2051110 (Why is no real title available?)
• Autoregressive frequency detection using regularized least squares

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