On selection of the order of the spectral density model for a stationary process
- 1 December 1980
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 32 (3) , 401-419
- https://doi.org/10.1007/bf02480345
Abstract
No abstract availableKeywords
This publication has 8 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