Cumulant-based autocorrelation estimates of non-Gaussian linear processes (Q672840)
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scientific article; zbMATH DE number 985222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cumulant-based autocorrelation estimates of non-Gaussian linear processes |
scientific article; zbMATH DE number 985222 |
Statements
Cumulant-based autocorrelation estimates of non-Gaussian linear processes (English)
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28 February 1997
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Non-Gaussian time series
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Autocorrelation estimation
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Cumulants
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Consistency
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Asymptotic covariance
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