A new method in estimating spectrum parameters of a stationary regular time series
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 120-130
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The estimates proposed are shown to possess main asymptotic properties of least-squares estimates and, at the same time, to be more convenient in many cases.
@article{TVP_1974_19_1_a8,
author = {K. O. Dzhaparidze},
title = {A~new method in estimating spectrum parameters of a~stationary regular time series},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {120--130},
year = {1974},
volume = {19},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a8/}
}
K. O. Dzhaparidze. A new method in estimating spectrum parameters of a stationary regular time series. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 120-130. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a8/