Direct estimation of the spectrum of stationary stochastic processes

zbMath0715.60050MaRDI QIDQ751719

Yu. M. Perlov

Publication date: 1989

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

sample averages of stationary stochastic processessingular components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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