Asymptotic properties of spectrum estimate of stationary Gaussian processes
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Publication:1922026
zbMath0853.62073MaRDI QIDQ1922026
Publication date: 9 January 1997
Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)
consistencyasymptotic normalityperiodogramspectral densityunbiasednessreal-valued stationary Gaussian process
Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
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