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An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points - MaRDI portal

An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points (Q1172268)

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scientific article; zbMATH DE number 3789365
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English
An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points
scientific article; zbMATH DE number 3789365

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    An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points (English)
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    1983
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    spectral estimator
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    reproducing kernel
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    quadratic form
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    Friedrichs extension
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