ON THE COVARIANCE OF THE PERIODOGRAM
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Publication:4743621
DOI10.1111/j.1467-9892.1982.tb00342.xzbMath0506.62074OpenAlexW2042027176MaRDI QIDQ4743621
Publication date: 1982
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00342.x
asymptotic propertiescovariance of periodogrammean square consistency of estimates of spectral momentszero mean fourth order stationary stochastic process
Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
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MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES ⋮ A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support
Cites Work
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