LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES (Q4864576)
From MaRDI portal
scientific article; zbMATH DE number 846062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES |
scientific article; zbMATH DE number 846062 |
Statements
LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES (English)
0 references
20 February 1996
0 references
ARIMA models
0 references
least squares
0 references
pseudospectrum
0 references
inverse correlation function
0 references
non-stationary time series
0 references
linear interpolator
0 references
inverse process
0 references
asymptotic properties
0 references
0 references
0 references
