On guaranteed estimation of the spectral density of an autoregression moving average process
type: Item
instance of: scholarly article
title: On guaranteed estimation of the spectral density of an autoregression moving average process
zbMATH Open document ID: 1024.62038
DOI: 10.1023/A:1020050424620
author: D. V. Shapovalov
author: Victor Konev
published in: Problems of Information Transmission
publication date: 2003-11-25T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1930587
zbMATH Keywords: spectral analysis
zbMATH Keywords: filtration
zbMATH Keywords: prediction of signals
zbMATH Keywords: spectral density
zbMATH Keywords: autoregression moving average process
MaRDI profile type: Publication
full work available at URL: a:1020050424620
OpenAlex ID: W1773240293
description: scientific article; zbMATH DE number 1930587