Gaussian estimation of parametric spectral density with unknown pole
Year of publication: |
2001
|
---|---|
Authors: | Giraitis, L. ; Hidalgo, Javier ; Robinson, Peter M. |
Publisher: |
London : STICERD |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process |
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