Estimation of spectral moments of time series

DOI10.1093/biomet/57.3.513zbMath0215.26802OpenAlexW2089068648MaRDI QIDQ5618181

Marvin M. Rochwarger, Kenneth S. Miller

Publication date: 1970

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/57.3.513

Mathematics Subject Classification ID

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

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