Weighted least squares estimators on the frequency domain for the parameters of a time series
type: Item
instance of: scholarly article
title: Weighted least squares estimators on the frequency domain for the parameters of a time series
zbMATH Open document ID: 0649.62091
author: Shean-Tsong Chiu
published in: The Annals of Statistics
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 4060590
zbMATH Keywords: strong consistency
zbMATH Keywords: weighted least squares estimation
zbMATH Keywords: cumulants
zbMATH Keywords: time series
zbMATH Keywords: periodogram
zbMATH Keywords: spectrum
zbMATH Keywords: Gaussian process
zbMATH Keywords: asymptotically efficient estimate
zbMATH Keywords: iteratively reweighted procedure
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176350963
OpenAlex ID: W1996202261
DOI: 10.1214/AOS/1176350963
description: scientific article; zbMATH DE number 4060590