Asymptotic normality of sample autocovariances with an application in frequency estimation
type: Item
instance of: scholarly article
title: Asymptotic normality of sample autocovariances with an application in frequency estimation
zbMATH Open document ID: 0814.62056
DOI: 10.1016/0304-4149(94)90032-9
author: Ta-Hsin Li
author: S. Yakowitz
author: Benjamin Kedem-Kimelfeld
published in: Stochastic Processes and their Applications
publication date: 1995-06-18T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 691012
zbMATH Keywords: frequency estimation
zbMATH Keywords: asymptotic normality of sample autocovariances
zbMATH Keywords: time series
zbMATH Keywords: mixed-spectra
zbMATH Keywords: linear filtering
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)90032-9
OpenAlex ID: W2047732275
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description: scientific article; zbMATH DE number 691012