Estimators of covariances in time series models

DOI10.1016/0167-7152(85)90012-4zbMath0559.62073OpenAlexW2069351392MaRDI QIDQ2266328

Yogendra P. Chaubey

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(85)90012-4

zbMATH Keywords

unbiasednessjackknife estimatorautocovariance estimationestimators of covariancesinvariant quadraticsminimum norm quadratic-estimatorsMINQEtimes series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Residuals Based Estimators of the Covariogram

Cites Work

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• Minimum norm quadratic estimators of variance components
• NOTES ON BIAS IN ESTIMATION
• Best minimum bias linear estimators in gauss-markoff model

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