Pages that link to "Item:Q1146486"
From MaRDI portal
The following pages link to An optimality property of the least-squares estimate of the parameter of the spectrum of a purely nondeterministic time series (Q1146486):
Displaying 9 items.
- Statistical estimation of the multivariate parameter of spectral density. I (Q1124253) (← links)
- Identification of non-minimum phase transfer function using higher-order spectrum (Q1206651) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- On a property of the finite Fourier partial sums process (Q1373979) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- On asymptotic quasi-likelihood estimation (Q1825572) (← links)
- On the efficiency of estimators of a spectral density multivariate parameter (Q1897263) (← links)
- ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES (Q3725400) (← links)
- Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction (Q3928871) (← links)
