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 ;

摘要：

引用

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
IBRAGIMOV, IA
[J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1967, 12 (01): : 115 - +
[5] PISARENKO VF, 1962, LIT MATEM SB, V2, P159