Recursive estimation of time-average variance constants through prewhitening (Q277265)
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scientific article; zbMATH DE number 6577638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of time-average variance constants through prewhitening |
scientific article; zbMATH DE number 6577638 |
Statements
Recursive estimation of time-average variance constants through prewhitening (English)
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4 May 2016
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recursive estimation
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time-average variance constants
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central limit theorem
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consistency
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prewhitening
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martingale
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