The G-Spectral Estimator

DOI10.2307/2288418zbMath0559.62076OpenAlexW4236889722MaRDI QIDQ5185871

Margaret Morton, Henry L. Gray

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2288418

zbMATH Keywords

power spectrumARMA processautocorrelationsmethod of momentsautoregressive moving averageclosed-form expressionmodified definition of the G-spectral estimatorS arrays

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING ⋮ Implementing the jackknife ⋮ The ARMA method of approximating probability density functions

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