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May, 1977 An Estimator for the Spectral Density of a Stationary Time Sequence
A. C. Butcher
Ann. Statist. 5(3): 541-543 (May, 1977). DOI: 10.1214/aos/1176343852

Abstract

An estimator for the spectral density of a stationary time sequence is introduced. The form of the estimator is motivated by the analogy with the summability theory of Fourier series. A theorem relating to rate of consistency is proved. The effect of a mean correction is considered.

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A. C. Butcher. "An Estimator for the Spectral Density of a Stationary Time Sequence." Ann. Statist. 5 (3) 541 - 543, May, 1977. https://doi.org/10.1214/aos/1176343852

Information

Published: May, 1977
First available in Project Euclid: 12 April 2007

zbMATH: 0381.62074
MathSciNet: MR433775
Digital Object Identifier: 10.1214/aos/1176343852

Subjects:
Primary: 62M15

Keywords: rate of consistency , Spectral density , stationary time series

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 3 • May, 1977
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