Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process
| Year of publication: |
2001
|
|---|---|
| Authors: | Shiohama, Takayuki ; Taniguchi, Masanobu |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 1, p. 142-158
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| Publisher: |
Springer |
| Subject: | Stationary process | spectral density | sequential point estimation | sequential interval estimation | periodogram | integral functional |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616449