SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL (Q3823692)

From MaRDI portal





scientific article
Language Label Description Also known as
English
SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL
scientific article

    Statements

    SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL (English)
    0 references
    0 references
    0 references
    1989
    0 references
    time series regression
    0 references
    random effects models
    0 references
    vector linear time series model
    0 references
    convolution
    0 references
    additive noise process
    0 references
    strong consistency
    0 references
    nonparametric spectral estimators
    0 references
    Gaussian likelihood function
    0 references
    mean square convergence
    0 references
    finite-sample deconvolution estimators
    0 references
    sample length
    0 references
    filter length
    0 references
    spectral bandwidth
    0 references

    Identifiers