A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function (Q3317948)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function |
scientific article |
Statements
A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function (English)
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1983
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window estimators
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finite sample behaviour
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time series
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spectral density function
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inverse covariance function
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autoregressive process
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order determination
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moving average process
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