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The generalised autocovariance function - MaRDI portal

The generalised autocovariance function (Q2346029)

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The generalised autocovariance function
scientific article

    Statements

    title
    The generalised autocovariance function (English)
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    author
    Tommaso Proietti
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    Alessandra Luati
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    publication date
    29 May 2015
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    zbMATH Keywords
    stationary processes
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    spectral estimation
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    white noise tests
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    feature matching
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    discriminant analysis
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    describes a project that uses
    sapa
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    bootstrap
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    cites work
    Q5831514
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    Q3229719
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    Q4203568
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    Q5820721
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    Q4884570
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    Q4275389
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    Q4320535
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    Q4915057
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    The Variance Profile
    0 references
    Q3870155
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    Q5184304
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    Q2754859
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    Q3323077
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    Q5792707
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    Q5725155
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    62G10
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    zbMATH DE Number
    6441031
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    OpenAlex ID
    W1564379542
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