SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL (Q3823692)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL |
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SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL (English)
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1989
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time series regression
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random effects models
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vector linear time series model
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convolution
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additive noise process
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strong consistency
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nonparametric spectral estimators
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Gaussian likelihood function
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mean square convergence
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finite-sample deconvolution estimators
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sample length
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filter length
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spectral bandwidth
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