Relation between empirical spectral analysis and linear regression

DOI10.1016/0020-0255(81)90029-3zbMath0463.62082OpenAlexW1977586787MaRDI QIDQ1153639

Carlos D. Vinante

Publication date: 1981

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(81)90029-3

zbMATH Keywords

spectral densitylinear regressionstationary time seriesspectral windowvariance of linear unbiased estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• On large-sample estimation for the mean of a stationary random sequence
• Mathematical Considerations in the Estimation of Spectra
• A Regression Problem for Time-Continuous Processes
• Linear estimation of regression coefficients
• Stochastic processes and statistical inference

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