A novel approach to the spectral density estimation problem

DOI10.1016/0165-1684(95)00097-6zbMath0925.93892OpenAlexW1997213803MaRDI QIDQ672847

Roman Ugrinovsky

Publication date: 28 February 1997

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(95)00097-6

zbMATH Keywords

Time seriesExtrapolationSpectral estimationAutocorrelation functionTrigonometric moment problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

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