On the estimation of the parameters of a power spectrum

DOI10.1016/0047-259X(79)90095-2zbMath0415.62071MaRDI QIDQ600205

Sumit K. Garg

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

parameter estimation; consistency; spectral analysis; time series analysis; quadratic approximation; maximum likelihood analysis; large-sample properties

Mathematics Subject Classification ID

62M15: Inference from stochastic processes and spectral analysis

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