The Role of Spectral Analysis in Time Series Analysis
From MaRDI portal
Publication:5540957
DOI10.2307/1401395zbMath0158.17401OpenAlexW4243219748MaRDI QIDQ5540957
Publication date: 1967
Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1401395
Related Items (2)
Recursive parameter estimation of an autoregressive process disturbed by white noise ⋮ Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
This page was built for publication: The Role of Spectral Analysis in Time Series Analysis