Geodesic
Estimators of joint spectra of multidimensional Gaussian sequences
Izvestiya. Mathematics, Tome 27 (1986) no. 3, pp. 503-519 
I. G. Zhurbenko; I. A. Kozhevnikova. Estimators of joint spectra of multidimensional Gaussian sequences. Izvestiya. Mathematics, Tome 27 (1986) no. 3, pp. 503-519. http://geodesic.mathdoc.fr/item/IM2_1986_27_3_a3/
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     title = {Estimators of joint spectra of multidimensional {Gaussian} sequences},
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Voir la notice de l'article provenant de la source Math-Net.Ru

The authors study the spectral characteristics of multidimensional stationary sequences, namely, estimators of the cospectrum, the quadrature spectrum, the amplitude and phase spectra, and also the square of the modulus of the coherence spectrum. For these they carry out investigations of both classical periodogram estimators, as well as time shift estimators. Bibliography: 13 titles.

[1] Zhurbenko I. G., Spektralnyi analiz vremennykh ryadov, MGU, M., 1982 | MR

[2] Zhurbenko I. G., “Ob effektivnosti otsenok spektralnoi plotnosti statsionarnogo protsessa”, Teoriya veroyatnostei i ee primeneniya, 25:3 (1980), 476–489 ; 28:3 (1983), 388–396 | MR | Zbl | MR

[3] Zhurbenko I. G., “Issledovanie statistik spektralnoi plotnosti statsionarnogo sluchainogo protsessa”, Sib. matemat. zh., 22:5 (1981), 40–65 | MR | Zbl

[4] Kolmogorov A. N., Zurbenko I. G., “Estimation of spectral function of stochastic processes”, 11-th Europian Meeting of Statisticians. Abstract of Paper, 36, Oslo, 1978

[5] Otnes R., Enokson L., Prikladnoi analiz vremennykh ryadov, Mir, M., 1982 | Zbl

[6] Brillindzher D., Vremennye ryady. Obrabotka dannykh i teoriya, Mir, M., 1980 | MR

[7] Ibragimov I. A., Rozanov Yu. A., Gaussovskie sluchainye protsessy, Nauka, M., 1970 | MR

[8] Khennan E., Mnogomernye vremennye ryady, Mir, M., 1974

[9] Grenander M., Rosenblatt U., Statistical Analysis of Stationary Time Series, John Willey and Sons, New York, 1957 | MR | Zbl

[10] Kozhevnikova I. A., Asimptoticheskie svoistva otsenok amplitudnogo i fazovogo spektrov, kvadrata spektra kogerentnosti dvumernogo gaussovskogo protsessa, dep. v VINITI, No 4527-82, 1982

[11] Bentkus R., “Ob oshibke otsenki spektralnoi funktsii statsionarnogo protsessa”, Litovskii matemat. sb., 13:1 (1972), 55–71 | MR

[12] Shiryaev A. N., Veroyatnost, Nauka, M., 1980 | MR | Zbl

[13] Leonov V. P., Shiryaev A. N., “K tekhnike vychisleniya semiinvariantov”, Teoriya veroyatnostei i ee primeneniya, 4:1 (1959), 342–355 | MR | Zbl