THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES (Q3490808)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES |
scientific article |
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THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES (English)
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1989
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Bartlett's estimate
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spectral estimation
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circular symmetric matrices
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high resolution estimation
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time series
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eigenvalues
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eigenvectors
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Wishart matrices
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inverse spectrum
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inverse auto-covariances
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asymptotic sampling properties
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