On the convergence of the spectrum of finite order approximations of stationary time series (Q2350656)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of the spectrum of finite order approximations of stationary time series |
scientific article |
Statements
On the convergence of the spectrum of finite order approximations of stationary time series (English)
0 references
25 June 2015
0 references
wide sense stationary time series
0 references
autoregressive estimate
0 references
moving average estimate
0 references
spectral density
0 references
Wold decomposition
0 references
time average variance constant
0 references