On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density

DOI10.1137/1115059zbMath0221.62037OpenAlexW1990058597MaRDI QIDQ5626079

Kacha Dzhaparidze

Publication date: 1971

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1115059

Mathematics Subject Classification ID

Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

Statistical inference for stationary linear models with tapered data ⋮ Frequency-domain identification of continuous-time ARMA models from sampled data ⋮ Parameter estimation for Lévy-driven continuous-time linear models with tapered data ⋮ Goodness-of-fit tests for continuous-time stationary processes

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