Pages that link to "Item:Q3687559"
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The following pages link to On the frequency domain estimation of the innovation variance of a stationary univariate time series (Q3687559):
Displaying 5 items.
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- The Yule–Walker equations as a weighted least-squares problem and the association with tapering (Q2817140) (← links)
- REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (Q4021571) (← links)
- THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN (Q4715708) (← links)
- The Variance Profile (Q4916499) (← links)