On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density
- 1 January 1970
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 15 (3) , 531-538
- https://doi.org/10.1137/1115059
Abstract
No abstract availableThis publication has 9 references indexed in Scilit:
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- Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-seriesJournal of the Australian Mathematical Society, 1964
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- Densities for Stochastic ProcessesThe Annals of Mathematical Statistics, 1959
- A strong limit theorem for Gaussian processesProceedings of the American Mathematical Society, 1956
- Estimation and information in stationary time seriesArkiv för Matematik, 1953
- Stochastic processes and statistical inferenceArkiv för Matematik, 1950