Relation between empirical spectral analysis and linear regression

DOI10.1016/0020-0255(81)90029-3MaRDI QIDQ1153639zbMATH OpenOpenAlexFDO

Authors Carlos Vinante

Publication date 1981

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(81)90029-3

zbMATH Keywords

linear regressionspectral densitystationary time seriesspectral windowvariance of linear unbiased estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites work

• A Regression Problem for Time-Continuous Processes
• Linear estimation of regression coefficients
• Mathematical Considerations in the Estimation of Spectra
• On large-sample estimation for the mean of a stationary random sequence
• Stochastic processes and statistical inference

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