A Consistent Estimate of the Spectrum by Random Sampling of the Time Series

DOI10.1137/0128065zbMath0297.62071OpenAlexW2066972974MaRDI QIDQ4051450

Ming-Chuan C. Lui, Elias Masry

Publication date: 1975

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0128065

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Random discretization of stationary continuous time processes

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