Preliminary Estimation in Gaussian Stationary Processes

DOI10.1080/03610920802235569zbMath1159.62323OpenAlexW2016561820MaRDI QIDQ3622086

John N. Haddad

Publication date: 23 April 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802235569

zbMATH Keywords

autocorrelation functionrange estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05)

Cites Work

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