Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes

zbMath1042.62087MaRDI QIDQ1433546

M. A. Ghazal, E. A. Farag

Publication date: 18 June 2004

Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Asymptotic statistical properties of spectral estimates with different tapers for discrete time processes.

This page was built for publication: Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes