On the estimation of missing initial autocorrelation coefficients

DOI10.1080/09720529.1999.10697886zbMath0939.62098OpenAlexW2046187799MaRDI QIDQ4943247

Nezameddin Faghih

Publication date: 3 July 2000

Published in: Journal of Discrete Mathematical Sciences and Cryptography (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720529.1999.10697886

zbMATH Keywords

interpolationmissing coefficientsautocorrelation function extrapolation

Mathematics Subject Classification ID

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

Cites Work

• Maximum entropy and spectral estimation: A review
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