ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA
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Publication:5524174
DOI10.1073/pnas.57.2.206zbMath0146.40805OpenAlexW2052356609WikidataQ35967909 ScholiaQ35967909MaRDI QIDQ5524174
David R. Brillinger, Murray Rosenblatt
Publication date: 1967
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.57.2.206
Related Items (7)
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM ⋮ A conversation with Murray Rosenblatt ⋮ A Simple Test for White Noise in Functional Time Series ⋮ Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions ⋮ A conversation with David R. Brillinger ⋮ A bootstrap test for time series linearity ⋮ Spectral methods for small sample time series: A complete periodogram approach
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