Data-driven efficient estimation of the spectral density

Journal of the American Statistical Association

Volumn 93, Issue 442, 1998, Pages 762-769

  Efromovich, Sam ^a  

^a UNIVERSITY OF NEW MEXICO   (United States)

Author keywords

Adaptation; Asymptotic; Autoregressive moving average process; Insulin secretion; Mean integrated squared error; Minimax; Small sample size

Indexed keywords

EID: 0032386481     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1998.10473728     Document Type: Article

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