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On the estimation of the parameters of a power spectrum - MaRDI portal

On the estimation of the parameters of a power spectrum (Q600205)

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scientific article; zbMATH DE number 3646190
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On the estimation of the parameters of a power spectrum
scientific article; zbMATH DE number 3646190

    Statements

    On the estimation of the parameters of a power spectrum (English)
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    1979
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    time series analysis
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    spectral analysis
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    maximum likelihood analysis
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    parameter estimation
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    consistency
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    large-sample properties
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    quadratic approximation
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