Weighted Least Squares Estimators on the Frequency Domain for the Parameters of a Time Series

Author:

Chiu Shean-Tsong

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 28 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Model identification via total Frobenius norm of multivariate spectra;Journal of the Royal Statistical Society Series B: Statistical Methodology;2023-03-31

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4. Model identification via total Frobenius norm of multivariate spectra;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2021-12-23

5. Estimating the parameters of ocean wave spectra;Ocean Engineering;2021-06

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