Pages that link to "Item:Q751719"
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The following pages link to Direct estimation of the spectrum of stationary stochastic processes (Q751719):
Displaying 8 items.
- Spectral estimation of continuous-time stationary processes from random sampling (Q1336985) (← links)
- Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra (Q2151875) (← links)
- Estimation of trispectral density of a stationary stochastic process (Q2638702) (← links)
- Estimation of spectral densities of stationary processes by the method of local minimum contrast (Q2896609) (← links)
- (Q4015638) (← links)
- Walsh power spectrum for wide-sense stationary stochastic processes (Corresp.) (Q4720473) (← links)
- Large sample properties of spectral estimators for a class of stationary nonlinear processes (Q5467589) (← links)
- On the optimum estimation of the spectra of certain discrete stochastic processes (Q5527522) (← links)