ON CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY OF A STATIONARY TIME SERIES
From MaRDI portal
Publication:3236176
DOI10.1073/pnas.42.3.154zbMath0072.36402OpenAlexW2087699136WikidataQ37614963 ScholiaQ37614963MaRDI QIDQ3236176
Publication date: 1956
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.42.3.154
Related Items (6)
Generalized empirical likelihood tests in time series models with potential identification failure ⋮ Rank test of unit‐root hypothesis with AR‐GARCH errors ⋮ Kramer's sampling theorem for multidimensional signals and its relationship with Lagrange-type interpolations ⋮ Some applications for Kramer's generalized sampling theorem ⋮ Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence ⋮ Multivariate irregular sampling theorem
This page was built for publication: ON CONSISTENT ESTIMATES OF THE SPECTRAL DENSITY OF A STATIONARY TIME SERIES
