Estimation of the Spectrum

• 1 September 1961
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 32  (3) , 730-738
• https://doi.org/10.1214/aoms/1177704968

Abstract

Keywords

• UNBIASED ESTIMATOR
• TIME SERIES
• SPECTRUM
• SPECTRAL DENSITY
• CONSISTENT ESTIMATOR
• WEIGHT FUNCTION