Best lag window for spectrum estimation of law order MA process

DOI10.1155/2020/9352453zbMath1474.62324OpenAlexW3011899987MaRDI QIDQ2198070

Ahmed Kareem Mutasher, Mohammed Jabber Hawas Allami, Ali Sami Rashid

Publication date: 8 September 2020

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/9352453

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• Spectral methods in spatial statistics
• LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS
• THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN

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