On the frequency domain estimation of the innovation variance of a stationary univariate time series (Q3687559)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the frequency domain estimation of the innovation variance of a stationary univariate time series |
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On the frequency domain estimation of the innovation variance of a stationary univariate time series (English)
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1985
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frequency domain estimation
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stationary univariate time series
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innovation variance
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small-sample bias
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periodogram ordinates
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tapering
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simulation
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large bias-reducing
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variance-reducing
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