On Optimal Spectral Estimator for Multi-Dimensional Time Series with an Infinite Number of Sample Points.
Mathematische Zeitschrift, Tome 183 (1983), pp. 381-398.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : spectral estimator, reproducing kernel, quadratic form, Friedrichs extension
@article{MZ_1983__183_173326,
     author = {Palle E.T. Jorgensen},
     title = {On {Optimal} {Spectral} {Estimator} for {Multi-Dimensional} {Time} {Series} with an {Infinite} {Number} of {Sample} {Points.}},
     journal = {Mathematische Zeitschrift},
     pages = {381--398},
     publisher = {mathdoc},
     volume = {183},
     year = {1983},
     zbl = {0501.49005},
     url = {http://geodesic.mathdoc.fr/item/MZ_1983__183_173326/}
}
TY  - JOUR
AU  - Palle E.T. Jorgensen
TI  - On Optimal Spectral Estimator for Multi-Dimensional Time Series with an Infinite Number of Sample Points.
JO  - Mathematische Zeitschrift
PY  - 1983
SP  - 381
EP  - 398
VL  - 183
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZ_1983__183_173326/
ID  - MZ_1983__183_173326
ER  - 
%0 Journal Article
%A Palle E.T. Jorgensen
%T On Optimal Spectral Estimator for Multi-Dimensional Time Series with an Infinite Number of Sample Points.
%J Mathematische Zeitschrift
%D 1983
%P 381-398
%V 183
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MZ_1983__183_173326/
%F MZ_1983__183_173326
Palle E.T. Jorgensen. On Optimal Spectral Estimator for Multi-Dimensional Time Series with an Infinite Number of Sample Points.. Mathematische Zeitschrift, Tome 183 (1983), pp. 381-398. http://geodesic.mathdoc.fr/item/MZ_1983__183_173326/