A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
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Publication:5521160
DOI10.2307/2333839zbMath0144.41103OpenAlexW4229912280MaRDI QIDQ5521160
Publication date: 1965
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2333839
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Moving-average representation of autoregressive approximations ⋮ Parametric estimation for a simple branching diffusion process ⋮ On the estimation of the parameters of a power spectrum ⋮ An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points ⋮ Alternative models for stationary stochastic processes ⋮ Walsh spectral analysis of multiple dyadic stationary processes and its applications ⋮ Uniform convergence of the empirical spectral distribution function ⋮ A limit theorem for spectral density statistics with time shift
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