Estimating non-linear functions of the spectral density, using a data-taper
| Year of publication: |
1994
|
|---|---|
| Authors: | Sachs, Rainer |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 46.1994, 3, p. 453-474
|
| Publisher: |
Springer |
| Subject: | Gaussian stationary process | spectral density | periodogram | data-taper | peak-insensitive spectral estimator |
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