Sequential Estimation for a Functional of the Spectral Density of a Gaussian Stationary Process

Takayuki Shiohama () and Masanobu Taniguchi ()

Annals of the Institute of Statistical Mathematics, 2001, vol. 53, issue 1, 142-158

Keywords: Stationary process; spectral density; sequential point estimation; sequential interval estimation; periodogram; integral functional (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017976706781

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