On a spectral estimate obtained by an autoregressive model fitting
type: Item
instance of: scholarly article
title: On a spectral estimate obtained by an autoregressive model fitting
zbMATH Open document ID: 0426.62064
DOI: 10.1007/BF02532802
author: Mituaki Huzii
published in: Annals of the Institute of Statistical Mathematics
publication date: 1977-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 3664233
zbMATH Keywords: spectral estimate
zbMATH Keywords: autoregressive model fitting
zbMATH Keywords: maximum likelihood estimate
zbMATH Keywords: asymptotic efficiency
MaRDI profile type: Publication
cites work: Power spectrum estimation through autoregressive model fitting
cites work: Q5631966
cites work: Consistent autoregressive spectral estimates
cites work: Q5836401
cites work: Q4139490
cites work: THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
description: scientific article; zbMATH DE number 3664233