On Methods for Obtaining Asymptotically Efficient Spectral Parameter Estimates for a Stationary Gaussian Process with Rational Spectral Density

DOI10.1137/1116061zbMath0246.62090OpenAlexW2060696743MaRDI QIDQ5659012

Kacha Dzhaparidze

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1137/1116061

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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