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On spectral density estimations with small dependence on far frequencies. (Russian) Zbl 0412.62069

Teor. Veroyatn. Mat. Stat. 19, 57-66 (1978).

MSC:

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