scientific article

zbMATH Open0587.93058MaRDI QIDQ3714999

Yakov Z. Tsypkin, Eduard Aved'yan

Publication date: 1984

Title of this publication is not available (Why is that?)

zbMATH Keywords

spectral densitiesoptimum recursive spectral estimation algorithmssteady-state random seriesUle-Walker equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Title not available (Why is that?) ⋮ Data-Driven Efficient Estimation of the Spectral Density

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