On the estimation of the parameters of a power spectrum

DOI10.1016/0047-259X(79)90095-2zbMath0415.62071MaRDI QIDQ600205

Sumit K. Garg

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

parameter estimationconsistencyspectral analysistime series analysisquadratic approximationmaximum likelihood analysislarge-sample properties

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

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• An analysis of cell membrane noise
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• NOTES ON BIAS IN ESTIMATION
• Linear processes and bispectra
• Some asymptotic results for the periodogram of a stationary time series
• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
• Note on the Consistency of the Maximum Likelihood Estimate

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