The G-Spectral Estimator

DOI10.2307/2288418MaRDI QIDQ5185871zbMATH OpenOpenAlexFDO

Authors Margaret Morton, Henry L. Gray

Publication date 1984

Full work available at URL https://doi.org/10.2307/2288418

zbMATH Keywords

ARMA processautocorrelationsautoregressive moving averageclosed-form expressionmethod of momentsmodified definition of the G-spectral estimatorpower spectrumS arrays

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(3)

• The ARMA method of approximating probability density functions
• SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING
• Implementing the jackknife

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