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On the effective estimation of the parameters of the trend and spectrum of the stationary time series. (Russian) Zbl 0416.62068

Teor. Veroyatn. Mat. Stat. 21, 42-53 (1979).

MSC:

62M15 Inference from stochastic processes and spectral analysis
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)