ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES
- 1 July 1985
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 6 (4) , 253-259
- https://doi.org/10.1111/j.1467-9892.1985.tb00413.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- An Optimality Property of the Least-Squares Estimate of the Parameter of the Spectrum of a Purely Nondeterministic Time SeriesThe Annals of Statistics, 1980
- Parametric estimation for a simple branching diffusion processJournal of Multivariate Analysis, 1979
- A New Method for Estimating Spectral Parameters of a Stationary Regular Time SeriesTheory of Probability and Its Applications, 1974
- Estimation and information in stationary time seriesArkiv för Matematik, 1953