Estimation of spectral densities of stationary processes

DOI10.1007/BF00972002zbMath0444.62108OpenAlexW2000968198MaRDI QIDQ1144885

I. G. Zhurbenko, N. N. Trush

Publication date: 1979

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00972002

zbMATH Keywords

asymptotic properties of momentsestimation of spectral densities of stationary processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Time series analysis
• An Introduction to Polyspectra
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