Estimation of spectral density of a stationary time series via an asymptotic representation of the periodogram

Journal of Statistical Planning and Inference

Volumn 75, Issue 2, 1999, Pages 281-290

  Gangopadhyay, A K ^a   Mallick, B K ^b   Denison, D G T ^b  

^a USA   (United States)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Piecewise polynomial; Reversible jump MCMC; Spectral density estimation

Indexed keywords

EID: 0043190046     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00148-7     Document Type: Article

References (11)

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