Orthogonal Samples for Estimators in Time Series

DOI10.1111/jtsa.12269zbMath1416.62523arXiv1611.00398OpenAlexW2546985026MaRDI QIDQ4640222

Suhasini Subba Rao

Publication date: 16 May 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.00398

zbMATH Keywords

time seriesnuisance parametersstatistical testsorthogonal transformations

Mathematics Subject Classification ID

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

Related Items (6)

Prediction of weakly locally stationary processes by auto-regression ⋮ A Spectral Domain Test for Stationarity of Spatio‐Temporal Data ⋮ Testing for stationarity of functional time series in the frequency domain ⋮ Statistical inference for spatial statistics defined in the Fourier domain ⋮ Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain ⋮ Spectral methods for small sample time series: A complete periodogram approach

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