On the asymptotic behaviour of the spectral function estimation of a multivariate stationary Gaussian time series
Articles
R. Bentkus
Institute of Physics and Mathematics, Academy of Sciences, Lithuanian SSR
Published 1971-12-15
https://doi.org/10.15388/LMJ.1971.21030
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How to Cite

Bentkus, R. (1971) “On the asymptotic behaviour of the spectral function estimation of a multivariate stationary Gaussian time series”, Lithuanian Mathematical Journal, 11(4), pp. 745–760. doi:10.15388/LMJ.1971.21030.

Abstract

The abstracts (in two languages) can be found in the pdf file of the article.

Original author name(s) and title in Russian and Lithuanian:

Р. Бенткус. Об асимптотическом поведении оценки спектральной функции многомерной стационарной гауссовской последовательности

R. Bentkus. Apie daugiamatės stacionarios Gauso sekos spektrinės funkcijos įvertinimo asimptotiką

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