Asymptotically optimal spectral estimation with applications to small samples

DOI10.1080/03610919608813298zbMATH Open0875.62427OpenAlexW1998738266MaRDI QIDQ5283879FDOQ5283879

Authors: Philip J. Ramsey, Robert V. Foutz 

Publication date: 30 January 1997

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919608813298

Mathematics Subject Classification ID

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

Cites Work

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• Correction for Bias Introduced by a Transformation of Variables
• TIME DELAY ESTIMATION

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