Document Zbl 0409.62084

An estimator of the spectral density of a stationary Gaussian process. (Russian) Zbl 0409.62084

Teor. Veroyatn. Mat. Stat. 17, 80-87 (1977).

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62M09	Non-Markovian processes: estimation
62M15	Inference from stochastic processes and spectral analysis
60G15	Gaussian processes
60G10	Stationary stochastic processes

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