Statistical Estimation of Higher-Order Spectra

DOI10.1137/1130007zbMath0589.62082OpenAlexW2028255241MaRDI QIDQ3718038

I. G. Zhurbenko

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130007

zbMATH Keywords

sequencesconsistency problemestimators of higher order spectral densities of stationary randomestimators of higher order spectral densities of stationary random sequencestime shift method

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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