On the estimation of a harmonic component in a time series with stationary dependent residuals

DOI10.2307/1426034zbMath0275.62075OpenAlexW2312500518MaRDI QIDQ5184341

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Publication date: 1973

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426034

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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