Taniguchi, Masanobu An estimation procedure of parameters of a certain spectral density model. (English) Zbl 0455.62072 J. R. Stat. Soc., Ser. B. 43, 34-40 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 Documents MSC: 62M15 Inference from stochastic processes and spectral analysis 62G05 Nonparametric estimation 62E20 Asymptotic distribution theory in statistics 62M09 Non-Markovian processes: estimation 60G15 Gaussian processes 60G10 Stationary stochastic processes Keywords:spectral density model; periodogram; Laplace transform; efficiency PDFBibTeX XMLCite \textit{M. Taniguchi}, J. R. Stat. Soc., Ser. B 43, 34--40 (1981; Zbl 0455.62072)