scientific article

zbMATH Open0678.62093MaRDI QIDQ3834924

V. P. Pochekuev

Publication date: 1988

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

zbMATH Keywords

spectral densityconsistent estimatorsstationary random processasymptotically unbiasedsmoothing periodograms

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (9)

Estimation of spectral densities of stationary processes by the method of local minimum contrast ⋮ Spectral estimation of continuous-time stationary processes from random sampling ⋮ Estimation of trispectral density of a stationary stochastic process ⋮ Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators ⋮ A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process ⋮ An algorithm for estimating parameters of a group of closely spaced random processes: Synthesis, analysis, and modeling ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ On the optimum estimation of the spectra of certain discrete stochastic processes

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