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Estimating non-linear functions of the spectral density, using a data-taper

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  • Rainer Sachs

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  • Rainer Sachs, 1994. "Estimating non-linear functions of the spectral density, using a data-taper," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 453-474, September.
    • Handle: RePEc:spr:aistmt:v:46:y:1994:i:3:p:453-474
    DOI: 10.1007/BF00773510
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    References listed on IDEAS

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    1. Dahlhaus, Rainer, 1985. "Asymptotic normality of spectral estimates," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 412-431, June.
    2. Rainer Dahlhaus, 1983. "Spectral Analysis With Tapered Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(3), pages 163-175, May.
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