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The spectral representation for the related estimation of asymptotic errors of time series. (Chinese) Zbl 0716.62093

This paper gives an asymptotic spectral decomposition of the asymptotic variance of the estimate for the correlation function of a multi- dimensional stationary process, which generalizes some result of M. S. Bartlett.
Reviewer: Guijing Chen

MSC:

62M15 Inference from stochastic processes and spectral analysis
62F12 Asymptotic properties of parametric estimators
62M09 Non-Markovian processes: estimation
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