Autoregressive and window estimates of the inverse correlation function

DOI10.1093/biomet/67.3.551zbMath0445.62102OpenAlexW1969357099MaRDI QIDQ3889972

R. J. Bhansali

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.3.551

zbMATH Keywords

Akaike information criterionmoving average modelautoregressive spectral estimateinverse covariance functioninverse correlation functionwindow spectral estimate

Mathematics Subject Classification ID

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

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