Asymptotically optimal spectral estimation with applications to small samples

DOI10.1080/03610919608813298MaRDI QIDQ5283879zbMATHOpenAlexFDO

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

• scientific article; zbMATH DE number 3550006 (Why is no real title available?)
• scientific article; zbMATH DE number 3454717 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
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• Correction for Bias Introduced by a Transformation of Variables
• TIME DELAY ESTIMATION

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