Generalised Linear Cepstral Models for the Spectrum of a Time Series

DOI10.5705/ss.202017.0322zbMath1431.62414OpenAlexW2782384783MaRDI QIDQ5226650

Alessandra Luati, Tommaso Proietti

Publication date: 1 August 2019

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202017.0322

zbMATH Keywords

time serieslinear cepstral modelsspectrum of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and spectral analysis (62M15)

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