Almost Sure Convergence of Estimates for the Spectral Density of a Stationary Process

DOI10.1137/1125019zbMath0456.60037OpenAlexW2043688118MaRDI QIDQ3906192

V. F. Gaposhkin

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1137/1125019

zbMATH Keywords

rates of convergencecontinuous spectral density

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Optimal instrumental variables estimation for ARMA models

This page was built for publication: Almost Sure Convergence of Estimates for the Spectral Density of a Stationary Process