scientific article; zbMATH DE number 906867

MaRDI QIDQ4886628zbMATH OpenFDO

Authors Yuichi Hattori, Makoto Takeuchi

Publication date 18 September 1996

zbMATH Keywords

time seriesARMA processesperiodogramspectral estimationsspectrum densitycovariance error

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(6)

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• THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
• Stochastic significance of peaks in the least-squares spectrum
• Spectral distribution of the sample covariance of high-dimensional time series with unit roots

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