Sequential estimation for a functional of the spectral density of a Gaussian stationary process

Annals of the Institute of Statistical Mathematics

Volumn 53, Issue 1, 2001, Pages 142-158

  Shiohama, Takayuki ^a   Taniguchi, Masanobu ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

Integral functional; Periodogram; Sequential interval estimation; Sequential point estimation; Spectral density; Stationary process

Indexed keywords

EID: 2142787920     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017976706781     Document Type: Article

References (12)

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