Note on the autoregressive spectral estimator (Q367538)
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scientific article; zbMATH DE number 6208418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on the autoregressive spectral estimator |
scientific article; zbMATH DE number 6208418 |
Statements
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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