Asymptotic properties of spectrum estimate of stationary Gaussian processes (Q1922026)

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scientific article; zbMATH DE number 923836
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Asymptotic properties of spectrum estimate of stationary Gaussian processes
scientific article; zbMATH DE number 923836

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    Asymptotic properties of spectrum estimate of stationary Gaussian processes (English)
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    9 January 1997
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    unbiasedness
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    consistency
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    asymptotic normality
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    real-valued stationary Gaussian process
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    spectral density
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    periodogram
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