Parametric estimation of cross spectra

zbMath1175.62099MaRDI QIDQ2488132

A. S. Grigoryev, Yu. A. Trapeznikov

Publication date: 24 August 2005

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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