On Certain Properties of Statistical Estimates of Higher-Order Spectral Densities

DOI10.1137/1135062zbMath0745.62086OpenAlexW2068922468MaRDI QIDQ4712520

V. G. Alekseev

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1137/1135062

zbMATH Keywords

singular pointspolyhedraperiodogramestimates of higher-order spectral densities

Mathematics Subject Classification ID

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