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The G-Spectral Estimator - MaRDI portal

The G-Spectral Estimator (Q5185871)

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scientific article; zbMATH DE number 3892422
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English
The G-Spectral Estimator
scientific article; zbMATH DE number 3892422

    Statements

    DOI
    10.2307/2288418
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    author
    Margaret Morton
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    Henry L. Gray
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    publication date
    1984
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    zbMATH DE Number
    3892422
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    zbMATH Keywords
    S arrays
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    modified definition of the G-spectral estimator
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    method of moments
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    autoregressive moving average
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    power spectrum
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    ARMA process
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    closed-form expression
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    autocorrelations
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    OpenAlex ID
    W4236889722
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    title
    The G-Spectral Estimator (English)
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