ESTIMATION OF PARAMETERS OF GAUSSIAN STATIONARY PROCESSES

被引:34
作者
TANIGUCHI, M
机构
关键词
D O I
10.2307/3213086
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 ;
摘要
引用
收藏
页码:575 / 591
页数:17
相关论文
共 7 条
[1]   MINIMUM HELLINGER DISTANCE ESTIMATES FOR PARAMETRIC MODELS [J].
BERAN, R .
ANNALS OF STATISTICS, 1977, 5 (03) :445-463
[2]   EXPONENTIAL MODEL FOR SPECTRUM OF A SCALAR TIME SERIES [J].
BLOOMFIELD, P .
BIOMETRIKA, 1973, 60 (02) :217-226
[3]   ESTIMATION OF INNOVATION VARIANCE OF A STATIONARY TIME SERIES [J].
DAVIS, HT ;
JONES, RH .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (321) :141-&
[4]  
Dzhaparidze K. O., 1974, Theory of Probability and Its Applications, V19, P122, DOI 10.1137/1119009
[5]  
Hannan J., 2013, TECH NOTE, V43153
[6]  
TANIGUCHI M, 1978, MATH JAPONICA, V23, P33
[7]  
WALKER A. M., 1964, J AUSTRALIAN MATH SO, V4, P363