Estimation of spectral density of a stationary time series via an asymptotic of the periodogram (Q1298961)

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scientific article; zbMATH DE number 1326668
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Estimation of spectral density of a stationary time series via an asymptotic of the periodogram
scientific article; zbMATH DE number 1326668

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    Estimation of spectral density of a stationary time series via an asymptotic of the periodogram (English)
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    2 April 2000
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    spectral density estimation
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    piecewise polynomial
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    reversible jump MCMC
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