Asymptotic Distribution of Spectral Density Estimate of Continuous Time Series on Crossed – Intervals.
Let to be a zero mean, vector-valued, continuous-time strictly stationary process with spectral density function , . The problem of asymptotic distribution of estimate of on crossed intervals based on the values of are considered where the periodograms are calculated, using data window. The...
保存先:
| 主要な著者: | , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
1998-12-01
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| シリーズ: | The Egyptian Statistical Journal |
| 主題: | |
| オンライン･アクセス: | https://esju.journals.ekb.eg/article_314575_3b9330b0b414954e19605f2bbff32b92.pdf |
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