scientific article

zbMath0593.62095MaRDI QIDQ3723544

I. G. Zhurbenko

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic propertiesestimatesrandom fieldspseudo random sequenceserrormean squaremixing conditionssemiinvariantscross-spectradata windowspectral windowslag windowGrenander-Rosenblatt type estimatesnew estimates of higher order spectral densitiesspectral density of kth ordertime-shift

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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