Consistent autoregressive spectral estimates

DOI10.1214/aos/1176342709zbMath0317.62064OpenAlexW2071212004WikidataQ100559116 ScholiaQ100559116MaRDI QIDQ1222002

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342709

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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