ON MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF SPECTRAL DENSITY OF STATIONARY TIME SERIES

[1] Doob J. L., 1953, STOCHASTIC PROCESSES

[2] Privalov I. I., 1950, BOUNDARY PROPERTIES

[3] ROZANOV YA, 1963, STATIONARY RANDOM PR

[4] Timan A. F, 1960, THEORY APPROXIMATION

[5] Walker AM., 1964, J AUSTR MATH SOC, V4, P363

[6] Whittle P., 1953, ARK MAT STOCKHOLM, V2, P423, DOI DOI 10.1007/BF02590998

[1] Doob J. L., 1953, STOCHASTIC PROCESSES

[2] Privalov I. I., 1950, BOUNDARY PROPERTIES

[3] ROZANOV YA, 1963, STATIONARY RANDOM PR

[4] Timan A. F, 1960, THEORY APPROXIMATION

[5] Walker AM., 1964, J AUSTR MATH SOC, V4, P363

[6] Whittle P., 1953, ARK MAT STOCKHOLM, V2, P423, DOI DOI 10.1007/BF02590998