On asymptotically efficient consistent estimates of the spectral density function of a stationary time series
Matematika, Tome 6 (1962) no. 6, pp. 130-150
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{MAT_1962_6_6_a4,
author = {E. Parzen},
title = {On asymptotically efficient consistent estimates of the spectral density function of a stationary time series},
journal = {Matematika},
pages = {130--150},
year = {1962},
volume = {6},
number = {6},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MAT_1962_6_6_a4/}
}
E. Parzen. On asymptotically efficient consistent estimates of the spectral density function of a stationary time series. Matematika, Tome 6 (1962) no. 6, pp. 130-150. http://geodesic.mathdoc.fr/item/MAT_1962_6_6_a4/