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Note on the autoregressive spectral estimator - MaRDI portal

Note on the autoregressive spectral estimator (Q367538)

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scientific article; zbMATH DE number 6208418
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Note on the autoregressive spectral estimator
scientific article; zbMATH DE number 6208418

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    Note on the autoregressive spectral estimator (English)
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    16 September 2013
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    asymptotic properties
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    confidence bands
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    estimation of autoregressive order
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    Monte Carlo simulation
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