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Cross-correlogram estimators of impulse response functions - MaRDI portal

Cross-correlogram estimators of impulse response functions (Q2960459)

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Cross-correlogram estimators of impulse response functions
scientific article

    Statements

    title
    Cross-correlogram estimators of impulse response functions (English)
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    publication date
    9 February 2017
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    zbMATH Keywords
    correlogram
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    impulse response function
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    large deviation probabilities
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    60E15
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    62M15
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    zbMATH DE Number
    6682448
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    OpenAlex ID
    W2586290887
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    DOI
    10.1090/TPMS/995
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