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Cumulants of estimates of the spectrum of a stationary time series

✍ Scribed by R. Bentkus


Publisher
Springer
Year
1977
Tongue
English
Weight
926 KB
Volume
16
Category
Article
ISSN
0363-1672

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A random sample of r objects from a certain population is considered, measuring for each of them and at the same time points a stationary process Xi(t) whose spectral distribution is absolutely continuous. Each spectral density function fi(!) may be considered as a realization of a stationary proces