SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL

DOI10.1111/J.1467-9892.1989.TB00019.XzbMath0671.62093OpenAlexW1996488763MaRDI QIDQ3823692

Yudianto Pawitan, Robert H. Shumway

Publication date: 1989

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1989.tb00019.x

zbMATH Keywords

convolutionrandom effects modelsstrong consistencymean square convergencetime series regressionGaussian likelihood functionadditive noise processfilter lengthfinite-sample deconvolution estimatorsnonparametric spectral estimatorssample lengthspectral bandwidthvector linear time series model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Unnamed Item
• Time series: theory and methods
• Vector linear time series models
• Asymptotic inference in stationary Gaussian time-series
• Asymptotic properties of spectral estimates of second order
• The asymptotic theory of linear time-series models

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