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

DOI10.1137/1115059zbMath0221.62037MaRDI 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

60G15: Gaussian processes

62M09: Non-Markovian processes: estimation

62M15: Inference from stochastic processes and spectral analysis

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