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An estimation procedure of parameters of a certain spectral density model. (English) Zbl 0455.62072


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
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