METHODS FOR OBTAINING ASYMPTOTICALLY EFFICIENT SPECTRAL PARAMETER ESTIMATES FOR A STATIONARY GAUSSIAN PROCESS WITH RATIONAL SPECTRAL DENSITY

被引:6
作者
DZHAPARIDZE, KO
机构
来源
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1971年 / 16卷 / 03期
关键词
D O I
10.1137/1116061
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:550 / +
页数:1
相关论文
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[4]   ON MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF SPECTRAL DENSITY OF STATIONARY TIME SERIES [J].
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