scientific article; zbMATH DE number 906867

zbMATH Open0845.62065MaRDI QIDQ4886628FDOQ4886628

Authors: Yuichi Hattori, Makoto Takeuchi 

Publication date: 18 September 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriesARMA processesperiodogramspectral estimationsspectrum densitycovariance error

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited In (6)

• Estimation of Additive Error in Mixed Spectra for Stable Processes
• Stochastic significance of peaks in the least-squares spectrum
• Spectral distribution of the sample covariance of high-dimensional time series with unit roots
• Title not available (Why is that?)
• A New ARMA Spectral Estimator
• THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES

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