Asymptotic normality of lag window estimates

DOI10.1016/0898-1221(90)90083-VMaRDI QIDQ911159zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1990

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(90)90083-v

zbMATH Keywords

central limit theoremspectral estimateswindow estimates

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Random fields (60G60)

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