On the estimation of the autocrrelation function

DOI10.7151/DMPS.1123zbMath1208.62146OpenAlexW2318208565MaRDI QIDQ3084958

Manuel Duarte Ortigueira

Publication date: 25 March 2011

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmps.1123

zbMATH Keywords

regressiontime-series autocorrelation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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