On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series

• 1 December 1957
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 28  (4) , 921-932
• https://doi.org/10.1214/aoms/1177706793

Abstract

Keywords

• CHOOSING AN ESTIMATE
• STATIONARY TIME SERIES
• SPECTRAL DENSITY FUNCTION