Rao, T. Subba; Gabr, M. M. - In: Journal of Multivariate Analysis 27 (1988) 2, pp. 457-477
In a recent paper Subba Rao and Gabr (J. Time Ser. Anal. (1987), in press) considered the estimation of the spectrum and the inverse spectrum based on the method by Pisarenko (Geophys. J. Roy. Astronom. Soc. 28 (1972), 511-531). The asymptotic properties of these estimates were studied using the...